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| From | DE SOUZA Eric <eric.de_souza@coleurope.eu> |
| To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: endogenous variables |
| Date | Sun, 8 Aug 2010 19:07:06 +0200 |
You cannot choose an endogenous variable to instrument. If you have three endogenous explanatory variables, then you need at least three instruments. Otherwise, your model is under-identified and estimation will fail. If you instrument only one endogenous variable with one instrument, you are implicitly supposing that the other explanatory variables in the equation are exogenous. Eric de Souza College of Europe BE-8000 Brugge (Bruges) Belgium * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/