[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Quadratic IV? |

Date |
Fri, 4 Sep 2009 10:10:45 -0400 |

Christian Weiß<mail@cweiss.org>: This is a FAQ on the list, answered many times e.g. http://www.stata.com/statalist/archive/2003-11/msg00795.html i.e. you may say "i doubt that ivregre a b ( c c² = x y) is a viable solution" but it is, modulo incorrect syntax. You can also: g c2=c^2 g xy=x*y g x2=x^2 g y2=x^2 ivregress liml a b (c c2=x y xy x2 y2) estat overid estat firststage *etc. On Thu, Sep 3, 2009 at 9:06 PM, Christian Weiß<mail@cweiss.org> wrote: > Dear Statalisters, > > I'd like to estimate the following regression modell: > Dep. Var: a > Indep. Vars: b c c² > > c i supposed to be instrumented by the instruments x y. If it was not > for the additional quadratic instrument, the solution should be easy: > > ivreg(2) a b ( c = x y) - but how to include the quadratic instrument? > i doubt that ivregre a b ( c c² = x y) is a viable solution. > Unforuntately the ivreg a b (c = x y) (c = x y)² syntax is not allowed. > > Do you have any suggestions for me how to solve this problem? > Best regards > Chris * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Quadratic IV?***From:*Stas Kolenikov <skolenik@gmail.com>

**References**:**st: Quadratic IV?***From:*Christian Weiß <mail@cweiss.org>

- Prev by Date:
**RE: st: Pooled Mean Group Estimator** - Next by Date:
**st: simulate** - Previous by thread:
**st: Quadratic IV?** - Next by thread:
**Re: st: Quadratic IV?** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |