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| From | Jose Aleman <alemanfordham.edu@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: question about Lewbel's (1997) method |
| Date | Thu, 26 Jan 2012 21:44:42 -0500 |
Dear list members, I'm trying to estimate an instrumental variables regression using the Lewbel (1997) for obtaining the higher moments of endogenous variables when there are no good instruments. Stata's 'ivreg2' command estimates the IV-GMM estimator. Does ivreg2 implement Lewbel's method? If not, how can I go about implementing it? Thank you, Jose Aleman, Ph.D * * 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/