Hello, I've been studying a lot through statalist, but it's my first time posting a topic.
I have question on estimation method. I am so LOST.. on this. Any help will be appreciated.
Here is some characteristic of my data and variable.
- I have panel data t=9, n= about 35000.
- My dependent variable is heavily censored at 0 (about 40%) .
- Theoretically it is endogenous with one of my key independent variable A and B.
- No good IV available for A and B.
I think it will be best if I can use xttobit with good IV variable, but it is not possible.
So I have to think of way to address censored DV and endogeneity in panel data.
command 'craggit' seemed to address censored DV with endogeneity, but as far as I know, it is not suitable for panel data analysis.
(I guess craggit only can used as a pooled estimator?)
Any recommendation would be welcomed. Please help!
Related Posts with censored dependent variable with endogeneity + panel data
Parallel trends assumption in the diff commandI've got a doubt about the diff package. You can check the file about it here. I would like to find…
Quarterly data, year-fixed effectHi, This is more of an Econometrics than a Stata question, I hope you don't mind. I am trying to i…
Missing value: Generating a new variable but only missing values have been generatedHello, I am working on a firm level panel data. I am trying to create a new variable by subtracting…
Creating new variable: 'flows' of newborn babies from CPS dataHi everyone, I am using CPS data and I am trying to estimate the effect of a policy change on the s…
Question re. F-stat missing in xtreg FE models and potential singleton issue// sorry for the long post - tried to provide all the background info // Dear Statalist community, …
Subscribe to:
Post Comments (Atom)
0 Response to censored dependent variable with endogeneity + panel data
Post a Comment