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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Quadratic IV? |

Date |
Fri, 4 Sep 2009 16:09:03 -0500 |

I wonder whether Stata 11's factor variable syntax (c.c#c.c) would work here. It should, at least for RHS variables; not so sure about the variables to be instrumented. On Fri, Sep 4, 2009 at 9:10 AM, Austin Nichols<austinnichols@gmail.com> wrote: > 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/ > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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/

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

**Re: st: Quadratic IV?***From:*Austin Nichols <austinnichols@gmail.com>

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