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From | "Sraboni, Esha (IFPRI-Dhaka)" <E.Sraboni@cgiar.org> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: Am I using the margins command with ivregress properly? |
Date | Sun, 16 Mar 2014 08:16:46 +0000 |
Hi, I am using instrumental variables regressions with two endogenous regressors. I have used the -ivreg2- command because of its post estimation tests. I am now trying to calculate the elasticities of the dependent variables with respect to the endogenous variables and one other household characteristic- education of household head. Since the -margins- command cannot be used with ivreg2, I have used ivregress. I have appended below regression results (for selected variables ) obtained using ivreg2, and elasticities obtained using ivregress. I am not sure if I am using the margins command correctly; given that the IV regression estimates are highly significant, I had expected the IV elasticities to be significant. I was hoping if you would have any advice on this. Thanks, Esha **** Dependent variables local depvar " pccal hhdietscore" ***** endogenous variable 1: score for female local emp1 "emp_score2" **** endogenous variable 2: crop diversity local prodvar "num_allcrops" //regressions local i=0 foreach y in `depvar' { local i = `i' + 1 regress `y' `emp1' `prodvar' `hhchars' [pw=hhweight] ivreg2 `y' `hhchars' (`emp1' `prodvar' = `z1' `w' ) [pw=hhweight], endog(`emp1' `prodvar') first ffirst } OLS pccal IV pccal OLS hhdietscore IV hhdietscore coef/se coef/se coef/se coef/se emp_score2 235.364*** 891.858*** 0.493*** 1.938*** (47.705) (172.793) (0.120) (0.411) num_allcrops 36.259*** 24.510 0.075*** 0.142** (9.009) (23.556) (0.020) (0.057) education_hhhead 8.639*** 8.514** 0.074*** 0.072*** (3.284) (3.347) (0.007) (0.008) F 41.928 38.481 26.628 25.084 jp 0.470 0.640 idp 0.000 0.000 widstat 41.798 41.798 //calculating elasticities local i=0 foreach y in `depvar' { local i = `i' + 1 qui regress `y' `emp1' `prodvar' `hhchars' [pw=hhweight] margins, eyex(`emp1' `prodvar' education_hhhead) atmeans vce(unconditional) post qui ivregress 2sls `y' `hhchars' (`emp1' `prodvar' = `z1' `w' ) [pw=hhweight], first margins, eyex(`emp1' `prodvar' education_hhhead) atmeans vce(unconditional) post } OLS pccal IV pccal OLS hhdietscore IV hhdietscore coef/se coef/se coef/se coef/se emp_score2 0.063*** 0.240 0.035*** 0.136 (0.013) (224.877) (0.008) (139.752) num_allcrops 0.019*** 0.013 0.010*** 0.019 (0.005) (58.311) (0.003) (36.810) education_hhhead 0.010*** 0.010 0.023*** 0.022 (0.004) (19.390) (0.002) (11.434) note: *** p<0.01, ** p<0.05, * p<0.1 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/