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Re: st: testing for exogeneity wity svy


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: testing for exogeneity wity svy
Date   Sun, 27 May 2007 15:57:53 -0500

One other thing: endogeneity and exogeneity are model-based concepts,
and as with anything heavily model-based, you need to make sure you
are doing a sensible thing with respect to the design approach, and
what it is that you are estimating, and what are the population or
model parameters, if any, to which your estimation procedure
converges. (For a discussion of model- and design-based approaches,
see excellent introduction by Binder and Roberts, 2003, DOI:
10.1002/0470867205.ch3.

On 5/27/07, Stas Kolenikov <skolenik@gmail.com> wrote:
If -ivreg2- can save something like scores, then it can be handled
with -svy- -- it does have the -robust- option, so the mechanics is
there, it just needs to be explained to -svy- how to handle -ivreg2-.

On 5/27/07, Monica Yanez-Pagans <myanezp2@uiuc.edu> wrote:
> Dear Statalist members:
>
> Does anyone know how can can I test for exogeneity including survey design (svy).
> ivreg2 does not allow to use svy so I am using ivreg for my estimations. After ivreg,
> ivendog does not either allow to include svy.

--
Stas Kolenikov
http://stas.kolenikov.name


--
Stas Kolenikov
http://stas.kolenikov.name
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