Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: Robust instrumental variable regression


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ramiro H. Gálvez
Sent: Friday, January 14, 2011 6:09 AM
To: statalist@hsphsun2.harvard.edu
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!

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index