Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

st: IV-GMM or 2SLS


From   nil sen <[email protected]>
To   [email protected]
Subject   st: IV-GMM or 2SLS
Date   Sun, 29 Aug 2010 02:03:16 -0500

Hi,

Please someone help me.

I am estimating a simultaneous equations model. I would like to know
can I use 2SLS or IV-GMM estimation with a binary endogenous
regressor? and with binary dependent variable?

Ex:

Eq1) Y1=a0+a1*X1+e1,

where X1 is a binary endogenous regressor and Y1 is a continuous
dependent variable.

Which one would be appropriate......IV-GMM: ivreg2 Y1 (X1=IVs for X1),
gmm2s,  or 2SLS:  ivreg2 Y1 (X1=IVs for X1)?

Eq2) X1=b0+b1*Y1+e2.

where X1 is a binary dependent variable and Y1 is continuous.

Which one would be appropriate......IV-GMM: ivreg2 X1 (Y1=IVs for Y1),
gmm2s,  or 2SLS:  ivreg2 X1 (Y1=IVs for Y1)?

All the instruments for X1 and Y1 are dummy variables.

If somebody knows the answer, please help.

An early reply is eagerly awaited.

Thank you very much.

Regards,

Nil
*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index