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| From | "Ramiro H. Gálvez" <ramirogalvez@gmail.com> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: Robust instrumental variable regression |
| Date | Fri, 14 Jan 2011 09:09:04 -0300 |
I am using stata 11 and I'm having problems with outliers in a 2SLS instrumental variable regression. Is there any implementation in stata equivalent to rreg for instrumental variable regression (like rivregress)? Can anyone tell me of some bibliography on the subject? Finally, it's correct to make an "riveg" (robust ivreg), by making the first and second estimation in a 2SLS regression by myself using rreg? Thanks! * * 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/