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re: Re: st: Exogeneity Test for Tobit in STATA


From   Christopher Baum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   re: Re: st: Exogeneity Test for Tobit in STATA
Date   Fri, 13 Jan 2012 11:29:24 -0500

<>
Austin said

Pattarawan Watcharaanantapong <[email protected]>:
You might want to look at

http://stata.com/meeting/boston10/boston10_nichols.pdf

and try out some examples in the -gmm- manual entry that are analogous
to examples for -ivregress-.

There is no simple advice on choosing a good instrument; it requires
good institutional knowledge and good econometric intuition.


Agreed, but more specifically to the question Pattarawan might want to   find it overid   (SSC: Baum, Schaffer, Stillman &  Wiggins)

And it is spelled Stata, not STATA, unless you're shouting.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html




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