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st: re: endogenous variables


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: endogenous variables
Date   Mon, 21 Jan 2008 09:45:51 -0500

Im working with an unbalanced panel data set. I would like to find out whether
there exists an endogeneity problem in my regression analysis,
and, more precisely, which of the regressors are endogenous and have to be
instrumented.
Is there an easy way to do this in Stata?



findit xtivreg2



Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html



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