Wednesday, January 04, 2006
st: ivendog and robust errors
But doesn't -orthog- regard the exogeneity of the instruments themselves, where as I am interested in the exogeneity/endogeneity of the instrumentED variable?
The ivreg2 examples include
(Tests of exogeneity and endogeneity) (Test the exogeneity of 1 regressor)
. ivreg2 lw s expr tenure rns smsa _I* (iq=med kww age mrt), gmm orthog(s)
This is a test of whether s is properly considered exogenous (as this estimated equation specifies) versus endogenous.
Kit Baum, Boston College Economics http://ideas.repec.org/e/pba1.html
* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
Links to this post: