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]
st: question about Lewbel's (1997) method
From
Jose Aleman <[email protected]>
To
[email protected]
Subject
st: question about Lewbel's (1997) method
Date
Thu, 26 Jan 2012 21:44:42 -0500
Dear list members,
I'm trying to estimate an instrumental variables regression using the
Lewbel (1997) for obtaining the higher moments of endogenous variables
when there are no good instruments. Stata's 'ivreg2' command estimates
the IV-GMM estimator. Does ivreg2 implement Lewbel's method? If not,
how can I go about implementing it?
Thank you,
Jose Aleman, Ph.D
*
* 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/