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st: ML and instrumental variables


From   Valérie Orozco <Valerie.Orozco@toulouse.inra.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: ML and instrumental variables
Date   Tue, 18 Jul 2006 12:49:09 +0200

I'm estimating an AIDS model with ML using and changing the program from Poi concerning the QUAIDS model.
I would like to add instrumental variables since I think that some variables are endogeneous. Is it a special way to test endogeneity with ML (I know the hausman test) ? Is it a special way to specify instrumental variables (I don't know if I can use ivreg2) and how to test the validity of my instrumental variables (Does overid still ok?)

Thank you for advice.

valérie


--

***********************
Valérie Orozco
INRA ESR Toulouse
ESR INRA - BP52627 - 31326 Castanet Tolosan Cedex orozco@toulouse.inra.fr
05-61-28-50-97
***********************




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