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st: Re: Endogenous right hand side variable


From   "Elena D'Agosto" <elena.d.agosto@uniroma2.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Endogenous right hand side variable
Date   Tue, 6 Jun 2006 19:12:27 +0200

Hi,

a possible solution is using control function approach.

See for this case a paper by Frank Vella in International economic
review Vol. 34 N. 2 (1993).
Very interesting.

Elena





----- Original Message ----- 
From: "McCullough, Kathleen" <kmccullough@cob.fsu.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, June 06, 2006 3:20 PM
Subject: st: Endogenous right hand side variable


> I seem to be having some trouble posting today, so I am going to send this
message again.  I am sorry if it is a duplicate.
>
> I am estimating a model with a endogenous right-hand side variable that is
zero for over half of the observations.  Otherwise it is a continuous
variable. The dependent variable is continuous.  Is there a specific
procedure to help control for this situation?  I was concerned that using
IVREG2 might not be effective as you cannot specify that the endogenous
variable should be estimated with a tobit model.  It does not appear that
there is a canned procedure with a first stage tobit and second stage OLS
model.
>
> I appreciate any suggestions that you might have.
>
> Regards,
> Kathleen
>
>
> _______________________________________________________________
>
> Kathleen A. McCullough, PhD
> Assistant Professor
> Florida State University
> Department of Risk Management/Insurance, Real Estate, & Business Law
> 150 RBB
> Tallahassee, FL 32306-1110
>
> Phone: 850-644-8358
> Fax:     850-644-4077
>
>
> _______________________________________________________________
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