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Re: st: ordered logistic regression with endogenous variable


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ordered logistic regression with endogenous variable
Date   Thu, 11 Oct 2012 14:19:36 -0400

On Thu, Oct 11, 2012 at 2:04 PM, Anat (Manes) Tchetchik
<anatmanes@gmail.com> wrote:
> Thanks Jay,
> Actually this is not our main model (rather it is an "auxiliary" one
> aiming to validate some relations) our main model is a count one with
> IVs.

Ah, I always love how much effort gets put into a footnote! ;)


> I'm not sure I understood what did you mean by: problems with the
> residuals, I ran the  IVregress and received the following stats.
> (with some of the coefficients signif. as expected )
> Instrumental variables (2SLS) regression      Number of obs =  603
>                                                        Wald chi2(14) =  169.62
>                                                        Prob > chi2   =  0.0000
>                                                        R-squared     =  0.3208
>                                                        Root MSE      =  1.0537

The problem is of the observed residuals, and may not be apparent at
the level of the summary statistics. So you'd want to look at those. I
suspect that things worked out OK here well enough, though.
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