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st: -qvf- IV with endogenous variables


From   "Peter Siminski" <p.siminski@student.unsw.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: -qvf- IV with endogenous variables
Date   Mon, 16 Jul 2007 16:46:55 +1000

Vince Wiggins from StataCorp posted to this list on January 24, 2005
regarding instrumental variables in -qvf-
http://www.stata.com/statalist/archive/2005-01/msg00464.html His post
discussed whether or not -qvf- provides consistent IV estimates that are
motivated by endogeneity, but it was inconclusive and, I think, confusing.
His post was in response to earlier posts questioning whether or not -qvf-
could be used for this purpose. Hardin et al. (2003) state that IV can be
used in -qvf- not only for measurement error but also for 'other purposes'
(in the abstract). They also explicitly discuss endogenous variables in the
treatment of their IV technique (p. 356). But Vince's post puts this into
question. I wonder if this issue might be clarified.

Thank you in advance,
Peter.

Reference:
Hardin, Schmiediche & Carroll (2003) 'Instrumental variables, bootstrapping,
and Generalized Linear Models' Stata Journal, 3(4): 351360.

Peter Siminski
PhD Student
School of Economics / Social Policy Research Centre (SPRC)
University of New South Wales
Ph: 0425223257
p.siminski@student.unsw.edu.au


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