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st: ivreg2 & endogenity
From
Ozgur Ozdemir <[email protected]>
To
Stata <[email protected]>
Subject
st: ivreg2 & endogenity
Date
Sun, 29 Jul 2012 16:40:22 +0000
Hi,
I would like to test the endogenity of 2 variables using their 1-year lags as instruments. The model is
ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r
the variables x4 and x5 might be endogenous.
and would like to test whether x4 and/or x5 is endogenous. However not sure if I need to do test together
ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r endogtest(x4 x5)
or separately one by one like the following
ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r endogtest(x4)
ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r endogtest(x5)
kind regards
Ozgur
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