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From | "Hoang Dinh Quoc" <hoangdquoc@gmail.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: St: interpret the result of Hausman test |
Date | Mon, 23 Apr 2012 09:42:41 +0700 |
Nichols, Given the fact that OLS estimates is not significant and the IV estimate is, do you mean that the endogeneity test is not appropriate? Thanks. Best, Quoc -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Austin Nichols Sent: Friday, April 20, 2012 10:14 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: St: interpret the result of Hausman test John Antonakis <John.Antonakis@unil.ch>: Not odd at all given the magnitudes of coefs. Note that a purported test of endogeneity or exogeneity is a test that IV and OLS coefs differ statistically, and relies crucially on the usual IV assumptions; if your exclusion restriction is no good, then neither is a test of endogeneity or exogeneity. On Fri, Apr 20, 2012 at 6:21 AM, John Antonakis <John.Antonakis@unil.ch> wrote: > Odd that your OLS estimates is not significant and the iv estimate is. > Perhaps others can shed light on this. > > Are you sure you are including the same control variables (exogenous) in > each model? > > What, precisely, is the syntax for the reg and ivreg2 models? > On 20.04.2012 11:37, Hoang Dinh Quoc wrote: >> >> Thank you very much for your explanation, Prof. >> >> Yes, it seems to be quite different between iv and ols; for the variable x >> (suspect var for endogenous), the model ols shows the coefficient is >> .03589 >> and the p-value 0.615; but the ivreg2 shows coefficient .3302337 and p >> value >> 0.020. >> Did you mean that I would better take the ovreg2 for the final result? >> >> Best, >> Quoc * * 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/