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st: Re: ML and instrumental variables

From   "Rodrigo A. Alfaro" <>
To   <>
Subject   st: Re: ML and instrumental variables
Date   Tue, 18 Jul 2006 10:46:13 -0400


If you are using -ml- you can add another equation in your model
that describe the relationship between instrumented and instruments...
this is more efficient than a two-step procedure.


----- Original Message ----- 
From: "Valérie Orozco" <>
To: <>
Sent: Tuesday, July 18, 2006 6:49 AM
Subject: st: ML and instrumental variables

I'm estimating an AIDS model with ML using and changing the program from
Poi concerning the QUAIDS model.
I would like to add instrumental variables since I think that some
variables are endogeneous.  Is it a special way to test endogeneity with
ML (I know the hausman test) ? Is it a special way to specify
instrumental variables (I don't know if I can use ivreg2) and how to
test the validity of my instrumental variables (Does overid still ok?)

Thank you for advice.



Valérie Orozco
INRA ESR Toulouse
ESR INRA - BP52627 - 31326 Castanet Tolosan Cedex

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