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From |
nicola.baldini2@unibo.it |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: simple question |

Date |
Fri, 22 Feb 2008 19:06:36 +0100 |

Why making calculations by hand, when -cmp- from SSC could make them for you? Nicola At 02.33 20/02/2008 -0500, Renuka Metcalfe wrote: >Dear Statalisters > >I have estimated 2SLS regressions. The data is >cross-section and the endogenous explanatory variable >is binary, I have used > >. probit x x1 x2 x3 z > >where x = endogen. binary rhs variable > >I then took the predicted values and ran an -ivreg- >with the predicted values. I find that the coefficient >of the endogenous variable is 1.05 and is significant. >I guess I could scale the endogenous variable without >scaling anything as yet. I did this and I find the >coefficient of the endogenous variable is now 0.105 >and has the same significance, that is, it is >significant. But I am not certain, if would be >correct. >I would be grateful, if anyone would let me know just >scaling the endogenous variable is sufficient. I am >not certain if I should scale the dependent variable >of the ivreg and also the instrument I used in the >first stage regression and the predicted values if >this is possible. > >Thank you * * 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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