Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: IVreg and curvelinear effects

From   [email protected]
To   [email protected]
Subject   st: IVreg and curvelinear effects
Date   Tue, 18 Jan 2005 19:35:39 +0100

Hi listers,

My substantive curvelinear regression equation is

Y = a + b1(x1) + b2(x1*x1) + control1 + control2

However, I'm pretty certain that x1 is endogenous and determined by the
instruments z1 and z2. My intuition then tells me that x1*x1 must be
endogenous too. Hence my "manual" solution would be to:

reg x z1 z2
predict test
gen testsq=test*test
reg y test testsq control1 control2

Two qustions:
1. Is my intuition/reasoning correct here?
2. Can this be done more automatically, so that I get correct standard
errors (I assume they ar wrong in my manual solution)?

Thanks in advance for any help.

Best regards,

Christer Thrane

qustion: How do I perform the IVreg in this setting

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index