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st: ivreg with random effects GLS using cross-section data

From   Renuka Metcalfe <>
Subject   st: ivreg with random effects GLS using cross-section data
Date   Tue, 2 Oct 2007 12:04:10 +0100 (BST)

Hi Justina

Thanks. Is xtivreg appropriate given my dataset is
cross-section? Note my dependent variable is
continuous and the only endogenous variable (i.e., I
have only one endogenous variable) is binary.
Given this is doing something like the following more

ivreg Y x1 x2 x3 (x3=the instrument for this)

Please confirm if this is correct.

Many thanks in advance



the help files of -ivreg- and -xtivreg- and -ivreg2-
give you the answer.

Justina schrieb:

Von: Renuka Metcalfe <>
Gesendet von:
Datum: 01.10.2007 12:35PM
Thema: st: ivreg and random effects GLS

Dear Statalisters
I ran random effects GLS as follows

Y x1 x2 x3 x4 

Since x4 is endogenous with Y I now want to use an
instrument Z. Y is a continuous variable x4 is a
binary variable. I think it would be -ivreg- I would
to run. 
Given my data are grouped across workplaces; is
-ivreg- still appropriate. If not can one run an OLS
given the dataset is as above.

If you need further information please let me know.

Thanks in advance

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