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Re: Repost: instrumental variables regression with random effects GLS using cross-section data and endogenous binary independent variable |

Date |
Sat, 06 Oct 2007 12:35:01 +0200 |

I don't know what "ran random effects GLS" means, since you declare having a cross-section. -ivreg- (and related commands, such as -ivreg2-, -xtivreg-, etc.) can be used with a dummy endogenous variable, too. Nicola At 02.33 05/10/2007 -0400, Renuka Metcalfe wrote: >Dear Statalisters > >I have a cross-section data and my dependent variable >is continuous and I have one independent variable >which is endogenous and is binary. I have an >instrument for the endogenous binary independent >variable. I ran random effects GLS as follows > >Y x1 x2 x3 x4 > >Since x4 is endogenous with Y, I now want to use an >instrument Z. Y is a continuous variable x4 is an >endogenous binary variable. The data are also grouped >across workplaces. > >Looking at the archives it was suggested that a probit >be used for the first stage estimation of the >independent endogenous binary variable. But the >dependent variable there was censored. > >If you need further information please let me know. > >Thanks in advance > >Best wishes * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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