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Re: st: ordered logistic regression with endogenous variable
From
"JVerkuilen (Gmail)" <[email protected]>
To
[email protected]
Subject
Re: st: ordered logistic regression with endogenous variable
Date
Thu, 11 Oct 2012 14:19:36 -0400
On Thu, Oct 11, 2012 at 2:04 PM, Anat (Manes) Tchetchik
<[email protected]> wrote:
> Thanks Jay,
> Actually this is not our main model (rather it is an "auxiliary" one
> aiming to validate some relations) our main model is a count one with
> IVs.
Ah, I always love how much effort gets put into a footnote! ;)
> I'm not sure I understood what did you mean by: problems with the
> residuals, I ran the IVregress and received the following stats.
> (with some of the coefficients signif. as expected )
> Instrumental variables (2SLS) regression Number of obs = 603
> Wald chi2(14) = 169.62
> Prob > chi2 = 0.0000
> R-squared = 0.3208
> Root MSE = 1.0537
The problem is of the observed residuals, and may not be apparent at
the level of the summary statistics. So you'd want to look at those. I
suspect that things worked out OK here well enough, though.
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