Dear Statalist members,
I want to estimate an IV quantile regression but my model is over-identified, i.e. the number of instrumental variables is bigger than the number of the endogenous components. I tried to use the ivreg2 command but I got an error saying that this only works for exactly-identified models.
Any help would be greatly appreciated.
Thank you,
Christiana
Related Posts with IV Quantile Regression and over-identification
Creating forward values in cross-sectional dataDear Stata-Listers, I have the feeling that the solution is quite easy. However, I just can't figur…
Conflicting Output for RDDHello everyone, I'm using rdrobust package. Array This is my output from RDD by indep var is signi…
Using time fixed and firm fixed effects separatelyHello, I've been following this forum for a while now and I have a question about my panel regressi…
replacing the missing values with the other variable setHi, I am concerned with how to convert missing values with the values of the other variable set. For…
Summarized do files: data managementDear all, Can anyone of you share some summarized do files, containing the widely used codes related…
Subscribe to:
Post Comments (Atom)
0 Response to IV Quantile Regression and over-identification
Post a Comment