Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Endogeneity
From
William Buchanan <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Endogeneity
Date
Fri, 14 Oct 2011 08:53:56 -0700
Hi Ozgur,
I would suggest looking through the help files provided by the authors of - ivreg2 - regarding the different tests available. If you know that your instruments are probably endogenous it would probably be a good idea to look for other instruments. However, the different tests that are available with the - ivreg2 - command are a good place to start.
Good luck,
Billy
Sent from my iPhone
On Oct 14, 2011, at 8:43, Ozgur Ozdemir <[email protected]> wrote:
>
>
>
>
> Hi,
>
>
>
> I am working on corporate governance and have the IVs such as managerial ownership, remuneration, board od directors etc with DP of performance. based on the literature most of the IVs are potetiall candidate to be endogeneous as companies change their remuneration when performance goes down, managers sell shares. So, I am not sure how I can test endogeneity and decide whether I need to have any instrumentatl variables later on. will be happy if you can briefly explain the steps then I can go and explore.
>
>
>
> kind regards
> Ozgur Ozdemir
> E: [email protected]
> Skype : ozgurozdemir2005
> *
> * 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/
*
* 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/