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st: RE: Robust instrumental variable regression
From
"Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Robust instrumental variable regression
Date
Fri, 14 Jan 2011 08:59:21 -0600
Following Ramiro's suggestion, anyone know of a study of 2SLS using the equivalent of -rreg- or, possibly median regression in each stage?
Al Feiveson
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Ramiro H. Gálvez
Sent: Friday, January 14, 2011 6:09 AM
To: [email protected]
Subject: st: Robust instrumental variable regression
I am using stata 11 and I'm having problems with outliers in a 2SLS
instrumental variable regression. Is there any implementation in stata
equivalent to rreg for instrumental variable regression (like rivregress)?
Can anyone tell me of some bibliography on the subject? Finally, it's
correct to make an "riveg" (robust ivreg), by making the first and second
estimation in a 2SLS regression by myself using rreg?
Thanks!
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