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st: ML and instrumental variables


From   Val�rie Orozco <[email protected]>
To   [email protected]
Subject   st: ML and instrumental variables
Date   Tue, 18 Jul 2006 12:49:09 +0200

I'm estimating an AIDS model with ML using and changing the program from Poi concerning the QUAIDS model.
I would like to add instrumental variables since I think that some variables are endogeneous. Is it a special way to test endogeneity with ML (I know the hausman test) ? Is it a special way to specify instrumental variables (I don't know if I can use ivreg2) and how to test the validity of my instrumental variables (Does overid still ok?)

Thank you for advice.

val�rie


--

***********************
Val�rie Orozco
INRA ESR Toulouse
ESR INRA - BP52627 - 31326 Castanet Tolosan Cedex [email protected]
05-61-28-50-97
***********************




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