Hello,
I am trying to estimate a model using the command xtdpdml. But in the regression i have a X variable which is endogenous. I am looking at the effect of sleep quality on SDQ (behavioral difficulty) scores.There is reverse causality between SDQ and sleep. When reading the paper on xtdpdml , only predetermined variables and exogenous regressors where mentioned.I am using this model because i have only three time periods and have missing values, so cannot use Arellano Bond estimator.
Could someone tell me if i am missing out something or how to proceed.
I am trying to estimate a model using the command xtdpdml. But in the regression i have a X variable which is endogenous. I am looking at the effect of sleep quality on SDQ (behavioral difficulty) scores.There is reverse causality between SDQ and sleep. When reading the paper on xtdpdml , only predetermined variables and exogenous regressors where mentioned.I am using this model because i have only three time periods and have missing values, so cannot use Arellano Bond estimator.
Could someone tell me if i am missing out something or how to proceed.
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