ivreg2 (2sls),test endogeneity,collinearity,heteroskedasticity,overidentification,weak instruments

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  • Опубликовано: 22 авг 2024

Комментарии • 37

  • @dragonwarrior4300
    @dragonwarrior4300 11 месяцев назад

    thankyou so very much sir, i have found no other video on post estimation tests for 2sls as concise as yours.

  • @emiliaborko7016
    @emiliaborko7016 Год назад

    Thank you Sir for such a thorough explanation!

  • @TheDemonnat
    @TheDemonnat 2 года назад +1

    Thank you. Very informative.

  • @user-xm3vr5gq5b
    @user-xm3vr5gq5b Год назад

    This was so so great! Thank you very much. This really helps for my dissertation :)

  • @gulinasirova3257
    @gulinasirova3257 Год назад +1

    this is very useful, thank you

  • @natassagrigoriadou5069
    @natassagrigoriadou5069 2 года назад +1

    Your video is comprehensive and very helpful. Could you please clarify if the command is for testing for weak identification in a non-linear IV regression? Thank you in advance.

  • @GlaucoASOliveira
    @GlaucoASOliveira 2 года назад +1

    Thank you, sir!

  • @SG-lj8uu
    @SG-lj8uu 2 года назад +1

    Thank you so much

  • @dhirojprasadkoirala6257
    @dhirojprasadkoirala6257 Год назад

    Thank you for this comprehensive video. I was wondering if I could run fixed effect regression with the ivreg2 command?

  • @mengistubululta5479
    @mengistubululta5479 Год назад

    I love your video. It helped me a lot, thanks for that. could you please share us 1 video on how to estimate the data using indirect least square method? thank you!

  • @epicethio2576
    @epicethio2576 Год назад

    Hey, Your video helped me a lot on my journal and I was hoping if You would give me a reference to the standards of endogeneity measurements.

  • @abdullahalhejeilan1035
    @abdullahalhejeilan1035 4 года назад +2

    To explain something you need to simplify it by having a simple example, but here lots of variables which make it unclear

  • @StudyWithRishiP
    @StudyWithRishiP 2 года назад

    Thankeww very much for this

  • @456eunice
    @456eunice 4 года назад

    Thank you! This video was very helpful!

  • @BilBumm
    @BilBumm 4 года назад

    Thank you very much for your video!

  • @ShlaghaRastogi311
    @ShlaghaRastogi311 4 года назад +3

    Hi, I was searching the internet on "endogeneity test in stata" when I happened to come across your video. I am still unclear on how you decided which all variables to choose for endogeneous variables, exogeneous variables and instrumental variables in the first place? Is it random? If so, then how to decide which all variables to put as instrumental?

    • @touqeersarwar5372
      @touqeersarwar5372 4 года назад

      Same problem is with me, kindly guide me if your problem is solved

    • @kalsoomrafique1902
      @kalsoomrafique1902 4 года назад

      @@touqeersarwar5372 you did not clearly mention, which one is you Dependent variable, independent variable, your instruments and dummy variable. You look to confused in Endogenous and Exogenous.
      moreover, show the commands bit more clear.
      how about first stage results?

  • @alexricardovidalhuaman2595
    @alexricardovidalhuaman2595 3 года назад

    I love your videos, thanks for that. Can you explain the Semykina and Wooldridge (2010) procedure, please?

  • @7278430244
    @7278430244 4 года назад

    How to install the command to check weak instrument,overidentification test efc

  • @trinhquocdat8061
    @trinhquocdat8061 Год назад

    HI, when I tried the estat endogenous command with different IV, I found endogeneity for one IV but not for another IV. How would I conclude in this situation?

  • @kabeldelices1016
    @kabeldelices1016 3 года назад

    What is the difference between ivregress and reg3 ? If we want to run simultaneous equation model, please?
    I have a système of equations.

  • @ashitagoswami1485
    @ashitagoswami1485 4 года назад

    Thank you for uploading this video..I have a specific question...my sargan test and endogenity test is non sig how ever my under and weak identification is also non sig..is that problematic? Does my data has to pass all 4 test to trust my old estimates?

  • @shwetabijla
    @shwetabijla Год назад

    What are excluded IV?

  • @mushfiqurrahman7085
    @mushfiqurrahman7085 2 года назад

    when i follow this ivhettest command after my ivgeg2 results it gives me error "o. operator not allowed" . could you please explain how can i get past this error?

  • @7278430244
    @7278430244 4 года назад

    If my dependent variable is categorical variable and endogenous and instrumental variables are also categorical then what will be command in a single equation model

  • @quratulain7433
    @quratulain7433 5 лет назад

    Most of the data is missing in your sheet. Is it compulsory to delete that missing values and then run command? cox I am facing the same problem. My data has missing values.

  • @meganelijzen1667
    @meganelijzen1667 4 года назад

    Hey! Thank you for this video, it is very helpful. I still have a question, is it possible to do a ivregression 2sls with 4 endogeneous variables and just one instrumental variable. I want to use one instrumental variable for all my endogeneous variables. I hope you can help me out. Thanks :)

    • @tallyskalynkafeldens1753
      @tallyskalynkafeldens1753 4 года назад

      I guess I saw about it in the Stata Journal article Baum wrote about ivreg2; the title: " Instrumental variables and GMM: Estimation
      and testing"

  • @vikrantspeaks
    @vikrantspeaks 3 года назад

    How to remove heteroskedasticity?

  • @narlikar78
    @narlikar78 2 года назад

    Can u please share your datafile to try the result

  • @zerinakter1622
    @zerinakter1622 3 года назад

    How could i download this data please link

  • @thidachawhlaing3494
    @thidachawhlaing3494 5 лет назад

    Thank you for your video. When I try in Stata 13 for the commend of "ivreg2...."
    It shows:
    Error: must have ranktest version 01.3.02 or greater installed
    To install, from within Stata type ssc install ranktest
    r(601);
    What does it means? Could you explain it? Thanks in advance.

    • @dontworry828
      @dontworry828 3 года назад

      you need stata 13.1 or 14 or 15

  • @Dr_Shiny
    @Dr_Shiny Год назад

    can we use it for panel data?