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st: IV regression


From   Carlos Rodriguez <carlosrodriguez1993@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: IV regression
Date   Mon, 16 Mar 2009 07:46:20 -0700

Dear all

Should the relationship between the proposed instrumental variable and
the endogenous regressor for which it instruments be likely *causal*
OR just a mere *correlation* for the IV to be a valid one?

Second, if the relationship between the proposed instrument and the
endogenous regressor has to be causal (or likely causal).
 would the IV only be valid if this relationship = "IV (likely) causes
the endogenous regressor" or would the IV still be valid if the
relationship is = "endogenous regressor likely causes IV"?

How to ascertain this in Stata?
thanks
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