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

To |
statalist <statalist@hsphsun2.harvard.edu> |

Subject |
Repost: instrumental variables regression with random effects GLS using cross-section data and endogenous binary independent variable |

Date |
Thu, 4 Oct 2007 14:38:57 +0100 (BST) |

Dear Statalisters I have a cross-section data and my dependent variable is continuous and I have one independent variable which is endogenous and is binary. I have an instrument for the endogenous binary independent variable. 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 an endogenous binary variable. The data are also grouped across workplaces. Looking at the archives it was suggested that a probit be used for the first stage estimation of the independent endogenous binary variable. But the dependent variable there was censored. If you need further information please let me know. Thanks in advance Best wishes ___________________________________________________________ Want ideas for reducing your carbon footprint? Visit Yahoo! For Good http://uk.promotions.yahoo.com/forgood/environment.html * * 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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