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Re: st: endogeneity doubt about simultaneity and omitted variables


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: endogeneity doubt about simultaneity and omitted variables
Date   Sun, 13 Sep 2009 08:52:11 -0400

Yes, e.g.
 ssc inst ivreg2
 ivreg2 y1 z1 (y2=z2 z3 z4 z5 z10), first liml

2009/9/12  <gjhxmu@sina.com>:
> y1=cons+y2+z1+u1
>
> y2=cons+y1+z2+z3+z4+z5+...+z10+u2
>
> For equation y1, if the endogeneity of y2 is not from simultaneity, but from omitted variables, how to solve it ?
>
> Can I still take z2 z3 z4 z5 ...z10 as iv instruments for y2?
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