Hi!
For my research project I have to run a regression where the endogenous
variable was obtained by somebody else in a previous regression.
Since I have the corresponding standarderrors of the (now) left-hand
variables, I use them as weights in a procedure proposed by Anderson
(1993) and also used by Slaughter (2001). (Sorry, I do not have the
titles of these publications with me right now.)
I have written a do-File to run this regression which consists of
several steps, but I would much rather have an ado which does not
require changing my programme every time I would like to try a
different model.
Does somebody know, whether such an ado-file already exists? (I
searched
the Internet, but my reserach was probably not refined enough.)
Or can someboy help me changing my programme into an ado file?
thanks,
Gabriela Schuetz
------------------
Gabriela Schuetz
Griesseggstr. 17
78462 Konstanz
Tel: 07531 - 9189198
mobil: 0173 - 7854384
e-mail: [email protected]
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