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Re: st: ordered logistic regression with endogenous variable


From   "Anat (Manes) Tchetchik" <anatmanes@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ordered logistic regression with endogenous variable
Date   Thu, 11 Oct 2012 22:35:26 +0200

Thanks again, I just love stata and statalist..(: it is very helpful, cheers!

On Thu, Oct 11, 2012 at 8:19 PM, JVerkuilen (Gmail)
<jvverkuilen@gmail.com> wrote:
> 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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-- 
Anat Tchetchik, PhD
Department of Hotel and Tourism Management
Guilford Glazer Faculty of Business and Management
Ben-Gurion University of the Negev
P.O.Box: 653
Beer-Sheva, Israel, 84105

E-mail:       anat@som.bgu.ac.il
Phone         972-(0)8-6479735
Fax:           972-(0)8-6472920
Web:          http://cmsprod.bgu.ac.il/Eng/som/hotelmanage/Staff/Academic/ChechikA.htm
*
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