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st: unobserved heterogeneity, clarification and confirmation
I am seeing other statalisters questions using glamm etc...so I would
like to have some clarification:
1- when we talk about unobserved heterogeneity, is it the same as
omitted variable causing the variable to be endogenous?
2- How do people usually check robustness if they think they have
gotten consitent estimates?
3- Another confirmation question: say my cragg-donald f stat is 8.9
and my sargan pvalue is 0.5 so I can say my IV are valid but they are
or what are people rule of thumb about ivreg2 results?
4- if instruments are weak now, can I just correct this weakness by
estimating my reg with maximum likelihood? if yes, what is the best
I will appreciate very much your response,
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