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| From | Manuela Deidda <manuelad.deidda@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Ivregress - endogenous variable is truncated |
| Date | Wed, 6 Feb 2013 10:18:59 +0100 |
Dear statalisters, I need to estimate an equation where one of the explanatory variable is endogenous; therefore, it needs to be estimated with iv. However, the endogenous variable is truncated and it contains many zero. I need to know whether there is a method to correct "manually" for endogeneity, since the equation containing the endogenous variable needs to be further estimated with the heckman procedure. In practical terms, I am looking for a method to correct for endogeneity "manually" . i.e. estimating the equation of the endogenous variable, predicting the residuals and inserting the corrected residuals in the main equation. My problem with this manual 2sls procedure is related to the fact that my endogenous variable needs to be estimated as a tobit. Thanks a lot for your help! > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/