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Re: RE: st: about ivregress
From
"Justina Fischer" <[email protected]>
To
[email protected]
Subject
Re: RE: st: about ivregress
Date
Tue, 28 Aug 2012 10:30:03 +0200
Hi Lynn
you should read the handbook, which you quote, more carefully.
The handbook says:
"The syntax for -ivregress- is
ivregress estimator depvar [varlist1] (varlist2 = varlist_iv) [if]
[in] [weight] [, options]"
so in your case, varlist2 is x2 AND x5, and vrlist_iv is then x3, x4, x6, and x7: (x2 x5 = x3 x4 x6 x7)
Hope this helps
Justina
-------- Original-Nachricht --------
> Datum: Tue, 28 Aug 2012 10:05:26 -0700
> Von: "Lynn Lee" <[email protected]>
> An: [email protected]
> Betreff: RE: st: about ivregress
> The example provided in help document is " ivregress 2sls rent pcturban
> (hsngval = faminc i.region)", which indicates the endogenous variable is
> "hsngval" and the number of endogenous variable is one. Now, my model has
> two endogenous variables, "ivregress 2sls y x1 (x2=x3 x4) (x5=x6 x7)",
> this
> command is wrong. I am wondering whether there is command that handles two
> endogenous variables x2 and x5 at same time. Thanks for any suggestion.
>
> Best Regards,
> Lynn Lee
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Christopher
> Baum
> Sent: Monday, August 27, 2012 1:41 PM
> To: [email protected]
> Subject: re: st: about ivregress
>
> <>
> Lynn said:
>
> My estimation model has two endogenous explanatory variables
> (cross-section
> data set). The command "ivregress 2sls" or "ivregress gmm" are suitable
> for
> one endogenous variable. What specific command I can use if I want to
> handle
> these two endogenous variables at same time in Stata? And what command for
> handling more than one endogenous variables in panel data is used?
>
>
> The syntax for -ivregress- is
>
>
> ivregress estimator depvar [varlist1] (varlist2 = varlist_iv) [if]
> [in] [weight] [, options]
>
> Note that -varlist2- is a varlist, not a varname. Thus you may put as many
> variables as you wish into -varlist2-, s.t. the order condition for
> identification, which requires that -varlist_iv- has at least as many
> elements as -varlist2-.
>
> In panel data, use -xtivreg-, which uses the same syntax.
>
> For a broader set of features, -ssc desc ivreg2- and -ssc xtivreg2- and
> the
> two Stata Journal papers by Baum, Schaffer, Stillman referenced in their
> help files.
>
> Kit
>
> Kit Baum | Boston College Economics & DIW Berlin |
> http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming |
> http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata |
> http://www.stata-press.com/books/imeus.html
>
>
> *
> * 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/
--
Justina AV Fischer, PhD
COFIT Fellow
World Trade Institute
University of Bern
homepage: http://www.justinaavfischer.de/
e-mail: [email protected]. [email protected]
papers: http://ideas.repec.org/e/pfi55.html
*
* 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/