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: ivreg2 question
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: ivreg2 question
Date
Tue, 1 May 2012 20:07:11 -0400
<>
Jana said
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.
This is a FAQ. You can't because according to the theory of two-stage least squares, you shouldn't. The 'first stage' regressions include all exogenous variables, included or excluded.
Kit
co-author ivreg2
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
*
* 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/