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Re: st: ivreg2 question
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: ivreg2 question
Date
Tue, 01 May 2012 19:57:12 +0200
Hi Jana:
What Austin says is the safe-bet option, which is why it is the default
to have all exogenous variables as instruments. So, I agree that it is
best to always leave them in (I have given the same advice in the
following paper: Antonakis, J., Bendahan, S., Jacquart, P., & Lalive, R.
(2010). On making causal claims: A review and recommendations. The
Leadership Quarterly, 21(6), 1086-1120)
However, there are situations where you could by-pass this default
advice. See:
http://www.stata.com/support/faqs/stat/ivreg.html
Best,
J.
__________________________________________
Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor
The Leadership Quarterly
__________________________________________
On 01.05.2012 19:47, Austin Nichols wrote:
> Jana von Stein <[email protected]>:
> No, because that would be econometrically illegitimate.
>
> On Tue, May 1, 2012 at 1:28 PM, Jana von Stein <[email protected]> wrote:
>> Hello,
>>
>> Does anyone know if it is possible to prevent STATA from including
in step 1
>> estimation the (exogenous) independent variables from step 2? From
what I
>> can tell, partial doesn't do the trick.
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