Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: xtivreg/xtivreg2 - Linear growth model with endogenous variable


From   M M <majom@outlook.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: xtivreg/xtivreg2 - Linear growth model with endogenous variable
Date   Tue, 10 Dec 2013 12:28:47 +0000

Dear all,

I have a linear growth model which I estimate in the following way (random intercept ands slope model):
xtmixed depvar indepvar_time indepvar_a indepvar_b || panel_id:indepvar_time indepvar_a indepvar_b, mle covariance(unstructured)

I have two questions on controlling for endogeneity issues in multilevel models (like the one described above), which I was not able to answer by googling and searching the Stata list archive:

1) If I assume that "indepvar_b" is endogenous, can I apply "xtivreg" or "xtivreg2" to estimate the same model and thus, use the lag of "indepvar_b" as an instrument to control for endogeneity. If no, is there any alternative?

2) If applying "xtivreg" or "xtivreg2" is possible, is there any command to get empirical bayes estimates/BLUP/EBLUP of the random effects (like it is possible with "xtmixed" - http://www.stata.com/statalist/archive/2005-04/msg00876.html).

Thanks for your help. 

Best,
Markus 		 	   		  
*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index