Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: question about (my) ivreg


From   robertjbrienza@aol.com
To   statalist@hsphsun2.harvard.edu
Subject   st: question about (my) ivreg
Date   Sun, 11 Nov 2007 05:40:36 -0500

I have a panel (cross-section time-series) of firm data and I need to 
implement the following empirical model, by two-stage least squares.

D_it = x_it z_it f_i u_it

H_it = D*_it x_it g_i w_it

where:

1) x_it  - is a set of regressors (hopefully) significant to both 
equations
2) z_it  - is a set of regressors that are (hopefully) significant in 
the determination of the first equation but not in the determination of 
the second.
3) D*_it  - is the set of estimated values of D_it, from the first 
equation.

My problem is that the vector "x_it" is common to both equations! So, I 
need to know how to set the model in Stata, with particular reference 
to the implementation of instruments by ivreg (and/or ivreg2). I'm a 
primer, and an example with the string to use would be of help for me. 
Many thanks for your attention.

Regards,

Robert
________________________________________________________________________
Email and AIM finally together. You've gotta check out free AOL Mail! - 
http://mail.aol.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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index