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Re: st: endogeneity doubt about simultaneity and omitted variables
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: endogeneity doubt about simultaneity and omitted variables
Date
Sun, 13 Sep 2009 08:52:11 -0400
Yes, e.g.
ssc inst ivreg2
ivreg2 y1 z1 (y2=z2 z3 z4 z5 z10), first liml
2009/9/12 <[email protected]>:
> y1=cons+y2+z1+u1
>
> y2=cons+y1+z2+z3+z4+z5+...+z10+u2
>
> For equation y1, if the endogeneity of y2 is not from simultaneity, but from omitted variables, how to solve it ?
>
> Can I still take z2 z3 z4 z5 ...z10 as iv instruments for y2?
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