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st: st : how to treat endogeneity

From   Valérie Orozco <>
Subject   st: st : how to treat endogeneity
Date   Thu, 15 Nov 2007 10:11:51 +0100


I have a general question on how to treat endogeneous variables.

- in case of linear model (OLS...), you can use instrumental variables with "ivreg2" (2SLS)
- in case of a system of simultaneous equations, you can use "reg3", specifying the instrumental variables in the "inst" option.

- Now, my question is : how to use instrumental variables and correctly specify the instrumentation equations with a system of nonlinear equations??? (with "nlsur")

Thank you.


Valérie Orozco
Toulouse School of Economics (GREMAQ-INRA)
Université des Sciences Sociales, Manufacture des Tabacs
21, Allée de Brienne - 31000 TOULOUSE- FRANCE

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