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

To |
nicola.baldini2@unibo.it, statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 8 Oct 2007 09:49:56 +0100 (BST) |

What I mean is I estimated initially a random effects GLS model; now I want to correct for the endogenity between the dependent and one of the independent variable which is a binary variable as stated in my email below. --- nicola.baldini2@unibo.it wrote: > I don't know what "ran random effects GLS" means, > since you declare having a cross-section. -ivreg- > (and related commands, such as -ivreg2-, -xtivreg-, > etc.) can be used with a dummy endogenous variable, > too. > > Nicola > > At 02.33 05/10/2007 -0400, Renuka Metcalfe wrote: > >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 > > ____________________________________________________ One email account is enough. Simplify your life by switching other accounts into Yahoo! Mail. http://uk.docs.yahoo.com/mail/trueswitch_overview * * 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/

**Follow-Ups**:**RE: Repost: instrumental variables regression with random effects GLS using cross-section data and endogenous binary independent variable***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

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