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RE: st: re: other ways of dealing with endogeneity other than IV?


From   "Luis Ortiz" <luis.ortiz@upf.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: re: other ways of dealing with endogeneity other than IV?
Date   Wed, 7 May 2008 11:00:17 +0200

Thanks Austin, Kim and Nicola for all the information

Luis

-----Mensaje original-----
De: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de Austin Nichols
Enviado el: martes, 06 de mayo de 2008 20:14
Para: statalist@hsphsun2.harvard.edu
Asunto: Re: st: re: other ways of dealing with endogeneity other than IV?

Kit et al.--
A fixed-effects model deals with one very specific type of endogeneity
due to omitted variables that vary only across groups in i() and not
within.  Hence the discussion of -xtreg- in
http://www.stata-journal.com/article.html?article=st0136

But it sounds like Luis Ortiz needs survival analysis tools, not
-xtreg-, so he might like to read some of the references in this list:
http://www.econ.ku.dk/cam/workshops/Microdata%20RTN/RTN-MICRODATA%20COURSE%2
0ON%20DURATION%20ANALYSIS.PDF

On Tue, May 6, 2008 at 1:39 PM, Kit Baum <baum@bc.edu> wrote:
> Nicola said
>
> you may choose, depending on your data, between using a fixed effect
model,
> ...
>
>
> A fixed effects model is an OLS regression with a dummy variable for each
> unit in the panel. It does not deal with endogeneity in any form. If the
> regression on one unit in the panel is plagued with endogeneity, the fixed
> effects model will be as well. FE models deal with unobserved
heterogeneity,
> not endogeneity.
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