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st: Re: ML and instrumental variables
Valerie
If you are using -ml- you can add another equation in your model
that describe the relationship between instrumented and instruments...
this is more efficient than a two-step procedure.
Rodrigo.
----- Original Message -----
From: "Val�rie Orozco" <[email protected]>
To: <[email protected]>
Sent: Tuesday, July 18, 2006 6:49 AM
Subject: st: ML and instrumental variables
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.
val�rie
--
***********************
Val�rie Orozco
INRA ESR Toulouse
ESR INRA - BP52627 - 31326 Castanet Tolosan Cedex
[email protected]
05-61-28-50-97
***********************
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