Statalist


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

Re: st: 3 equations, 2 endogenous Variables, 1 endogenous variable related to the other


From   Jason Kuruzovich <kuruzj@rpi.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: 3 equations, 2 endogenous Variables, 1 endogenous variable related to the other
Date   Thu, 10 Dec 2009 21:17:44 -0500

Title: Re: st: 3 equations, 2 endogenous Variables, 1 endogenous variable related to the other
After talking to some people, I think I’ve figured it out.  The code below does the estimation in several different ways and gets equivalent results.   

I just thought I would post the solution in case anyone comes across the same situation.  


*This example is used to demonstrate my situation.
clear
est clear
use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta
quietly reg3 (lw=s expr med  iq tenure) (iq tenure = s expr med age kww ), 2sls
est store reg32sls

quietly ivreg2 lw s expr med (tenure iq=kww age), first
est store ivreg2lw

*this provides a way of testing the relationship between IQ and tenure.  
quietly ivreg2 tenure s expr med  ( iq=kww age), first
est store ivreg2tenure

quietly reg3 (lw=s expr med  iq tenure) (iq tenure =s expr med kww age), 3sls
est store reg33sls

quietly reg iq s expr med age kww
est store firststageIQ
rename iq iq_was
predict iq

quietly reg tenure s expr med  iq
est store secondtenure

quietly reg tenure s expr med age kww
est store firststagetenure
rename tenure tenure_was
predict tenure

quietly reg lw s expr med tenure iq
est store secondlw

estout *, cells(b(star fmt(3)) se(par fmt(2)))

*the methods provide equivalent results for the beta.  



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index