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Re: st: ordered logistic regression with endogenous variable
From
"Justina Fischer" <[email protected]>
To
[email protected]
Subject
Re: st: ordered logistic regression with endogenous variable
Date
Thu, 11 Oct 2012 14:30:44 +0200
Hi Anat
some practical advise:
Ferrer-i-Carbonell, A. and Frijters, P. (2004), How Important is Methodology for the estimates of the determinants of Happiness?. The Economic Journal, 114: 641–659.
have shown for 10-category life satisfaction data that the bias w.r.t. direction and significance from using OLS in place of an ordered probit estimation is negligeably small.
Hence, I would suggest using ivreg2. Just do not try to discuss the size of the effect, but focus on direction and significance in your interpretation.
HTH
Justina
-------- Original-Nachricht --------
> Datum: Thu, 11 Oct 2012 13:02:48 +0200
> Von: "Anat (Manes) Tchetchik" <[email protected]>
> An: [email protected]
> Betreff: st: ordered logistic regression with endogenous variable
> Dear Statalisters,
> I have a categorical (ranked ordered) dependent var. is there a way to
> estimate such a model with IVs for endogenous covariate?
> Best,
> Anat
>
> --
> Anat Tchetchik, PhD
> Department of Hotel and Tourism Management
> Guilford Glazer Faculty of Business and Management
> Ben-Gurion University of the Negev
> P.O.Box: 653
> Beer-Sheva, Israel, 84105
>
> E-mail: [email protected]
> Phone 972-(0)8-6479735
> Fax: 972-(0)8-6472920
> Web:
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