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| From | Ozgur Ozdemir <ozdemirozgur@hotmail.com> |
| To | Stata <statalist@hsphsun2.harvard.edu> |
| Subject | st: ivreg2 & endogenity |
| Date | Sun, 29 Jul 2012 16:40:22 +0000 |
Hi, I would like to test the endogenity of 2 variables using their 1-year lags as instruments. The model is ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r the variables x4 and x5 might be endogenous. and would like to test whether x4 and/or x5 is endogenous. However not sure if I need to do test together ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r endogtest(x4 x5) or separately one by one like the following ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r endogtest(x4) ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r endogtest(x5) kind regards Ozgur * * 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/