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Re: st: Maximum number of instruments
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Maximum number of instruments
Date
Sat, 8 Mar 2014 13:06:45 -0500
You should be fine as long as:
* your total number of variables doesn't exceed the value of -maxvar,
which you can set
* your matrix size does not exceed the value of -matsize-, which you can set
* your right hand side variables (endogenous + exogenous) doesn't
exceed the limit on the number of right hand side variables on the
flavor of Stata you are using , which you can see using -help limits-
in Stata 13
* Your computer is able to provide enough memory
* You have more observations than parameters to estimate
--------------------------------------------
Jorge Eduardo Pérez Pérez
Graduate Student
Department of Economics
Brown University
On Fri, Mar 7, 2014 at 5:58 PM, Ludovico Zaraga
<[email protected]> wrote:
> Hello,
>
> I have large dataset with data on imports and exports by year, country
> and product. I am planning on using prices of imports (by country and
> product) as instruments for the corresponding exports. This would lead
> me to have a just identified set of instrumental variables (I would
> have one import price to instrument for each export price). Given that
> I would have quite a large set of instruments, I was wondering if
> stata had any limitations on the maximum numbers of instruments before
> I set the code up.
>
> Thanks,
>
> Ludovico
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