From | [email protected] |
To | [email protected] |
Subject | Re: st: problem with testing for endogeneity |
Date | Tue, 13 Jul 2004 13:21:58 +0200 |
Hi Cordula,
for the ivreg-command you need to include a suitable instrument, which is never the dependent variable Y, but a 'new' exogenous variable:
ivreg Y b1X1 b2X2(= instrument(s)) b3dummies
In order to select such an instrument, consult a good econometrics book.
Yours,
Justina
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