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| From | "Anat (Manes) Tchetchik" <anatmanes@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: RE: estat endogenous after gmm |
| Date | Mon, 17 Mar 2014 13:11:03 +0200 |
Great, thanks! On Mon, Mar 17, 2014 at 12:58 PM, Schaffer, Mark E <M.E.Schaffer@hw.ac.uk> wrote: > Anat, > >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- >> statalist@hsphsun2.harvard.edu] On Behalf Of Anat (Manes) Tchetchik >> Sent: 17 March 2014 10:16 >> To: statalist@hsphsun2.harvard.edu >> Subject: st: estat endogenous after gmm >> >> Dear all, >> I'm using Stats 13.0. I have ran gmm estimation of two simultaneous >> eqns. with Poisson specification and several endogenous vars., the >> estat overid works, but the estat endogenous followed by the list of >> endogenous vars. is not recognized. >> Any ideas how can I test for the endogeneity of the variables in question? > > You should be able to do a GMM distance test by hand. In your original spec, the variables are treated as endogenous. In the 2nd spec, the variables are treated as exogenous (and nothing else changes, so keep all your exogenous vars and instruments). The difference between the two J statistics is your endogeneity test. > > --Mark > >> Best, >> Anat >> >> Anat Tchetchik, PhD >> Department of Business Administration >> Guilford Glazer Faculty of Business and Management >> Ben-Gurion University of the Negev >> P.O.Box: 653 >> Beer-Sheva, Israel, 84105 >> http://in.bgu.ac.il/fom/BusinessDep/Pages/staff/ANAT-TCHETCHIK.aspx >> http://www.spreeproject.com/researchers/ >> E-mail: anat@som.bgu.ac.il >> Phone 972-(0)8-6479735 >> Fax: 972-(0)8-6472920 >> * >> * 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/ > > > ----- > Sunday Times Scottish University of the Year 2011-2013 > Top in the UK for student experience > Fourth university in the UK and top in Scotland (National Student Survey 2012) > > We invite research leaders and ambitious early career researchers to > join us in leading and driving research in key inter-disciplinary themes. > Please see www.hw.ac.uk/researchleaders for further information and how > to apply. > > Heriot-Watt University is a Scottish charity > registered under charity number SC000278. > > > * > * 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/ -- Anat Tchetchik, PhD Department of Business Administration Guilford Glazer Faculty of Business and Management Ben-Gurion University of the Negev P.O.Box: 653 Beer-Sheva, Israel, 84105 http://in.bgu.ac.il/fom/BusinessDep/Pages/staff/ANAT-TCHETCHIK.aspx http://www.spreeproject.com/researchers/ E-mail: anat@som.bgu.ac.il Phone 972-(0)8-6479735 Fax: 972-(0)8-6472920 * * 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/