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Re: st: Endogeneity


From   William Buchanan <william@williambuchanan.net>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Endogeneity
Date   Fri, 14 Oct 2011 08:53:56 -0700

Hi Ozgur,

I would suggest looking through the help files provided by the authors of - ivreg2 - regarding the different tests available.  If you know that your instruments are probably endogenous it would probably be a good idea to look for other instruments.  However, the different tests that are available with the - ivreg2 - command are a good place to start.

Good luck,
Billy

Sent from my iPhone

On Oct 14, 2011, at 8:43, Ozgur Ozdemir <ozdemirozgur@hotmail.com> wrote:

> 
> 
> 
> 
> Hi,
> 
> 
> 
> I am working on corporate governance and have the IVs such as managerial ownership, remuneration, board od directors etc with DP of performance. based on the literature most of the IVs are potetiall candidate to be endogeneous as companies change their remuneration when performance goes down, managers sell shares. So, I am not sure how I can test endogeneity and decide whether I need to have any instrumentatl variables later on. will be happy if you can briefly explain the steps then I can go and explore. 
> 
> 
> 
> kind regards
> Ozgur Ozdemir
> E: ozdemirozgur@hotmail.com
> Skype : ozgurozdemir2005                         
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