Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | donsaane dontsi <donsaane@yahoo.fr> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re : st: Endogeneity |
| Date | Fri, 14 Oct 2011 17:22:26 +0100 (BST) |
To test endogeneity , you can do hausman test or this stata command: estat endogenous Those command works after running an ivreg-regression donsaane ----- Mail original ----- De : Ozgur Ozdemir <ozdemirozgur@hotmail.com> À : Stata <statalist@hsphsun2.harvard.edu> Cc : Envoyé le : Vendredi 14 Octobre 2011 11h43 Objet : st: Endogeneity 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: ozdemirozgur@hotmail.com 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/