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  • Instrumental regression

    To check for multicollinearity problems I ivregress my endogenous variable and all many exogenous instruments. I use "ivregress 2sls y x (all instruments)". I get an R squared of more than 50%, but now the P>|z| is 0.136 does it mean it is statistically insignificant?. Instead if I reg y on all the variables, the coefficient for x is the only significant.
    What am I forgetting?

    Thank you

  • #2
    You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

    I don't understand what you're doing. I don't know what the P value is associated with, etc. regress postestimation includes tools for assessing collinearity. ivregress is for endogeneity - I don't understand why you think it is related to colinearity.

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