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From | Danny Dan <danny2011dan@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Tests of Instruments after -ivreg2- |
Date | Mon, 14 May 2012 02:45:48 -0500 |
Dear Friends, I have two questions related to the tests of instrumental variables (IVs) after -ivreg2-: (1) I have a model where the response variable (y1) is binary. Also the endogenous explanatory variable (y2) and the instruments are binary. In this case, can I use ivreg2 in order to test my IVs. Are the test results as will be obtained using -ivreg2- would be appropriate (correct) in my case (when I have both y1 and y2 as binary variables)? (2) Can I use ivreg2 when y1 (response variable) is censored and y2 (endogenous explanatory variable) is binary? I am thinking of using -ivreg2- as it provides rich set of tests for IVs. Please let me know if my questions need clarification. I will appreciate your help. Thank you for your time. Regards, Dan * * 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/