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Re: st: re: how to explain the results of ivendog after -ivreg2-?


From   gjhxmu@sina.com
To   statalist<statalist@hsphsun2.harvard.edu>
Subject   Re: st: re: how to explain the results of ivendog after -ivreg2-?
Date   Wed, 05 Aug 2009 04:10:30 +0800

Dear Mark and Kit,

Thank you very much for your help to the point!

I learned a lot,thank you.

Best regards,
Rose

----- Original Message -----
From: Kit Baum <baum@bc.edu>
To: statalist@hsphsun2.harvard.edu
Subject: st: re: how to explain the results of ivendog after -ivreg2-?
Date: 2009-8-5 02:27:38

<>
Rose said
However, I still need to decide which one or both are endogeous, which 
is a previous step of regression later. Only deciding the endogeneity 
first can I decide the equation ultimately. Could you please give me 
any suggestion ?

The results you present show that there is definitive evidence that 
the equation should not be estimated by OLS, and that instrumental 
variables techniques are required to achieve consistency. It is safest 
to assume that both should be considered endogenous, as when both are 
excluded you have problems.
Kit

Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming 
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html



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