RE: st: Re: Quadratic Instrumental Variables

[Mojgan Stegl <mojgan.stegl@wiwi.uni-tuebingen.de>]

Thank you I will read the literature you have kindly referred me to!

Best wishes
Mojgan

Zitat von Cameron McIntosh <cnm100@hotmail.com>:

> Mojgan,
>
> You may want to take a look at some of the literature on non-linear  
> IV estimation (although to be more precise, it usually applies to  
> the endogenous regressor--->outcome relation, not IV--->endogenous  
> regressor):
> Lochner, L., & Moretti, E. (May 2011). Estimating and Testing  
> Non-Linear Models Using Instrumental Variables. NBER Working Paper  
> No. 17039.  http://emlab.berkeley.edu/~moretti/nonlinearities.pdf
> Mogstad, M., & Wiswall, M. (September 2010). Linearity in  
> Instrumental Variables Estimation: Problems and Solutions. IZA DP  
> No. 5216Forschungsinstitut zur Zukunft der  
> Arbeit.http://ftp.iza.org/dp5216.pdf
> Newey, W.K. (1990). Efficient Instrumental Variables Estimation of  
> Nonlinear Models. Econometrica, 58(4), 809-837. 
> Hu, Y. (2008). Identification and estimation of nonlinear models  
> with misclassification error using instrumental variables: A general  
> solution. Journal of Econometrics, 144(1), 27-61.
> Others may be able to give more methodological and Stata-specific advice.
>
> Cam
> ----------------------------------------
> > Date: Mon, 2 Jan 2012 16:27:44 +0100
> > From: mojgan.stegl@uni-tuebingen.de
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: Re: Quadratic Instrumental Variables
> >
> >
> >
> > Dear all,
> >
> > Is it possible to use quadratic instrumental variables on Stata using
> > ivregress command?
> >
> > fertility = a0 +a1 x education + a2 x ...+ u
> >
> > education is endogenous so i will use distance to Tehran and square
> > distance to Tehran as instruments. The reduced form equation:
> >
> > education = b0 + b1x distance to Tehran + b2 x (distance to Tehran)^2
> >
> >
> > Best wishes
> >
> > Mojgan
> >
> >
> >
> > *
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