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From |
Renuka Metcalfe <rm18203@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

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 appropriate ivreg Y x1 x2 x3 (x3=the instrument for this) Please confirm if this is correct. Many thanks in advance Renuka Hi the help files of -ivreg- and -xtivreg- and -ivreg2- give you the answer. Justina -----owner-statalist@hsphsun2.harvard.edu schrieb: ----- An: statalist@hsphsun2.harvard.edu Von: Renuka Metcalfe <rm18203@yahoo.co.uk> Gesendet von: owner-statalist@hsphsun2.harvard.edu 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 need 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 ___________________________________________________________ Yahoo! Answers - Got a question? Someone out there knows the answer. Try it now. http://uk.answers.yahoo.com/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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