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st: Re: IV 2SLS regression


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: IV 2SLS regression
Date   Mon, 29 Dec 2008 22:17:38 +0100

I have found Austin`s article http://www.stata-journal.com/article.html?article=st0136 instructive for such questions. Any endogenous regressors for which you do not provide an instrument probably causes biases in your results.

Your second question is unclear. If you have a limited dependent variable, you probably want to look at commands such as -h ivprobit-...


HTH
Martin
----- Original Message ----- From: "Carlos Rodriguez" <carlosrodriguez1993@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, December 29, 2008 6:32 PM
Subject: st: IV 2SLS regression


Hello list members,

I have a couple of questins regarding ivregress 2sls:

1) is it wrong to include some regressors which might be endogenous as
controls, in addition to the instrumented main endogenous explanatory
variable?

2)  can one use a LDV in an ivregress 2sls model? does it cause bias?

thanks! happy holidays
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