h*e
2 楼
看过《地心游记》和《克利斯朵夫》等外国小说，人家的文章几乎不太参杂
那种赤裸裸的情色，最起码开头是很纯洁的，比如克利斯朵夫的开头，语言关注的是克
利斯朵夫小的时候长的多么丑，似乎没有关于男女关系的意味，但是中国小说不同。遍
看中国作家的小说作品，一开头往往都是赤裸裸的色情描写。莫言的《丰乳肥臀》诱人
吧，《白狗秋千架》里描写女人的胸晃荡。这都是好的，其他的作家更色。贾平凹的《
废都》跟黄色小说差不了多少。获了矛盾文学奖的格非还是李佩甫的，记不太清了，里
面开头就开始提女人月经，血沾满了白纸，渲染了好几万字。关仁山的《天高地厚》刚
开始没叙述几句，就叙述到一个男人摸女人大腿的情节，好像是梁双牙摸鲍真。余华的
《活着》刚开始就开始谈富贵一直往妓院里钻，而且富贵喜欢胖妓女，喜欢听妓院里女
人的叫声。那个陈忠实的《白鹿原》刚开头就说娶了几房太太的事，提到了男女事。这
些是有名的，没有名的好多开头不是摸胸就是摸奶的。而且大都是在开头就这么色，你
想里面的内容能不色吗。所以，俺的直观感受，中国作家们都是色鬼，比正常人还要色
。
那种赤裸裸的情色，最起码开头是很纯洁的，比如克利斯朵夫的开头，语言关注的是克
利斯朵夫小的时候长的多么丑，似乎没有关于男女关系的意味，但是中国小说不同。遍
看中国作家的小说作品，一开头往往都是赤裸裸的色情描写。莫言的《丰乳肥臀》诱人
吧，《白狗秋千架》里描写女人的胸晃荡。这都是好的，其他的作家更色。贾平凹的《
废都》跟黄色小说差不了多少。获了矛盾文学奖的格非还是李佩甫的，记不太清了，里
面开头就开始提女人月经，血沾满了白纸，渲染了好几万字。关仁山的《天高地厚》刚
开始没叙述几句，就叙述到一个男人摸女人大腿的情节，好像是梁双牙摸鲍真。余华的
《活着》刚开始就开始谈富贵一直往妓院里钻，而且富贵喜欢胖妓女，喜欢听妓院里女
人的叫声。那个陈忠实的《白鹿原》刚开头就说娶了几房太太的事，提到了男女事。这
些是有名的，没有名的好多开头不是摸胸就是摸奶的。而且大都是在开头就这么色，你
想里面的内容能不色吗。所以，俺的直观感受，中国作家们都是色鬼，比正常人还要色
。
m*5
3 楼
First stage
x1=z1 z2 (z1 z2 are instrumental variables)
Second stage
y=x1 x2
both estimated using OLS
第一个问题，我用SAS proc model也好，Stata ivreg也好,都会把x2也算成
explanatory variables for first stage。如果我直接用predicted value of x1来
run second stage regression，就要自己调Murphy and Topel correction. 有没有有
经验的啊
第二个问题是如果first stage estimated using OLS and second stage estimated
using probit
同样的问题，stata, ivprobit一样会把x2算成first stage里面。
第三个问题，如果distribution本身是censored, 比如volatility是>=0，这算
censored
data，需要用tobit regression
x1=z1 z2 (z1 z2 are instrumental variables)
Second stage
y=x1 x2
both estimated using OLS
第一个问题，我用SAS proc model也好，Stata ivreg也好,都会把x2也算成
explanatory variables for first stage。如果我直接用predicted value of x1来
run second stage regression，就要自己调Murphy and Topel correction. 有没有有
经验的啊
第二个问题是如果first stage estimated using OLS and second stage estimated
using probit
同样的问题，stata, ivprobit一样会把x2算成first stage里面。
第三个问题，如果distribution本身是censored, 比如volatility是>=0，这算
censored
data，需要用tobit regression
h*t
4 楼
我 ft......
你这话说的。。。。
首先我就不是mm， 从我名字就可以看到出来。
鹊桥龙潭虎穴， 我又不征婚， 我怕被搞死。
还是girl版好， 有龙猫， 有大猫， 有小猫，有小白兔， 有ai000， 大家灌水开心就好，不bash人。
【在 b*******M 的大作中提到】
: 欢迎，你去了有人给你发包子，呵呵
你这话说的。。。。
首先我就不是mm， 从我名字就可以看到出来。
鹊桥龙潭虎穴， 我又不征婚， 我怕被搞死。
还是girl版好， 有龙猫， 有大猫， 有小猫，有小白兔， 有ai000， 大家灌水开心就好，不bash人。
【在 b*******M 的大作中提到】
: 欢迎，你去了有人给你发包子，呵呵
t*g
5 楼
First stage
x1=z1 z2 (z1 z2 are instrumental variables)
Second stage
y=x1 x2
both estimated using OLS
第一个问题，我用SAS proc model也好，Stata ivreg也好,都会把x2也算成
explanatory variables for first stage。如果我直接用predicted value of x1来
run second stage regression，就要自己调Murphy and Topel correction. 有没有有
经验的啊
ivreg y x2 (x1=z1,z2), here you go. No need to manually fix anything.
第二个问题是如果first stage estimated using OLS and second stage estimated
using probit
同样的问题，stata, ivprobit一样会把x2算成first stage里面。
Can not understan
x1=z1 z2 (z1 z2 are instrumental variables)
Second stage
y=x1 x2
both estimated using OLS
第一个问题，我用SAS proc model也好，Stata ivreg也好,都会把x2也算成
explanatory variables for first stage。如果我直接用predicted value of x1来
run second stage regression，就要自己调Murphy and Topel correction. 有没有有
经验的啊
ivreg y x2 (x1=z1,z2), here you go. No need to manually fix anything.
第二个问题是如果first stage estimated using OLS and second stage estimated
using probit
同样的问题，stata, ivprobit一样会把x2算成first stage里面。
Can not understan
b*M
6 楼
我也分特，你是男的？！！
鹊桥哪有那么恐怖，只不过是人多点，但是大部分人都很nice。龙潭虎穴的是家版。
【在 h*****t 的大作中提到】
: 我 ft......
: 你这话说的。。。。
: 首先我就不是mm， 从我名字就可以看到出来。
: 鹊桥龙潭虎穴， 我又不征婚， 我怕被搞死。
: 还是girl版好， 有龙猫， 有大猫， 有小猫，有小白兔， 有ai000， 大家灌水开心就好，不bash人。
鹊桥哪有那么恐怖，只不过是人多点，但是大部分人都很nice。龙潭虎穴的是家版。
【在 h*****t 的大作中提到】
: 我 ft......
: 你这话说的。。。。
: 首先我就不是mm， 从我名字就可以看到出来。
: 鹊桥龙潭虎穴， 我又不征婚， 我怕被搞死。
: 还是girl版好， 有龙猫， 有大猫， 有小猫，有小白兔， 有ai000， 大家灌水开心就好，不bash人。
m*5
7 楼
如果你用ivreg y x2 (x1=z1, z2), first
然后出来得会是
first stage
x1=z1 z2 x2
second stage
y=x1 x2
你可以随便找个dataset看看是不是这个情况
【在 t****g 的大作中提到】
: First stage
: x1=z1 z2 (z1 z2 are instrumental variables)
: Second stage
: y=x1 x2
: both estimated using OLS
: 第一个问题，我用SAS proc model也好，Stata ivreg也好,都会把x2也算成
: explanatory variables for first stage。如果我直接用predicted value of x1来
: run second stage regression，就要自己调Murphy and Topel correction. 有没有有
: 经验的啊
: ivreg y x2 (x1=z1,z2), here you go. No need to manually fix anything.
然后出来得会是
first stage
x1=z1 z2 x2
second stage
y=x1 x2
你可以随便找个dataset看看是不是这个情况
【在 t****g 的大作中提到】
: First stage
: x1=z1 z2 (z1 z2 are instrumental variables)
: Second stage
: y=x1 x2
: both estimated using OLS
: 第一个问题，我用SAS proc model也好，Stata ivreg也好,都会把x2也算成
: explanatory variables for first stage。如果我直接用predicted value of x1来
: run second stage regression，就要自己调Murphy and Topel correction. 有没有有
: 经验的啊
: ivreg y x2 (x1=z1,z2), here you go. No need to manually fix anything.
h*e
8 楼
你是男的？！？！？！
失望！！！！
失望！！！！
x*4
9 楼
it is ok... in the first stage, x2 is the instrument for itself... it does
not bise your coefficient of x1 in the second stage... actually, you should
include all exogenous variables x2, x3.... x119 in your 1st stage. exclusion
restriction only asks z1 and z2 not be in the second stage...
【在 m********5 的大作中提到】
: 如果你用ivreg y x2 (x1=z1, z2), first
: 然后出来得会是
: first stage
: x1=z1 z2 x2
: second stage
: y=x1 x2
: 你可以随便找个dataset看看是不是这个情况
not bise your coefficient of x1 in the second stage... actually, you should
include all exogenous variables x2, x3.... x119 in your 1st stage. exclusion
restriction only asks z1 and z2 not be in the second stage...
【在 m********5 的大作中提到】
: 如果你用ivreg y x2 (x1=z1, z2), first
: 然后出来得会是
: first stage
: x1=z1 z2 x2
: second stage
: y=x1 x2
: 你可以随便找个dataset看看是不是这个情况
b*M
10 楼
co失望
【在 h*********e 的大作中提到】
: 你是男的？！？！？！
: 失望！！！！
【在 h*********e 的大作中提到】
: 你是男的？！？！？！
: 失望！！！！
m*5
11 楼
那做table的时候是报还是不报coefficients on x2 in the first stage
报的话，没有理论支持
不报的话，我觉得好像在cheating....
should
exclusion
【在 x********4 的大作中提到】
: it is ok... in the first stage, x2 is the instrument for itself... it does
: not bise your coefficient of x1 in the second stage... actually, you should
: include all exogenous variables x2, x3.... x119 in your 1st stage. exclusion
: restriction only asks z1 and z2 not be in the second stage...
报的话，没有理论支持
不报的话，我觉得好像在cheating....
should
exclusion
【在 x********4 的大作中提到】
: it is ok... in the first stage, x2 is the instrument for itself... it does
: not bise your coefficient of x1 in the second stage... actually, you should
: include all exogenous variables x2, x3.... x119 in your 1st stage. exclusion
: restriction only asks z1 and z2 not be in the second stage...
w*r
12 楼
有啥好失望的。。浮浅
【在 b*******M 的大作中提到】
: co失望
【在 b*******M 的大作中提到】
: co失望
t*g
13 楼
Yes, you are right. But the way I said above is the correct way to do this.
If you do not see why, open your 1st year metrics notes.
【在 m********5 的大作中提到】
: 如果你用ivreg y x2 (x1=z1, z2), first
: 然后出来得会是
: first stage
: x1=z1 z2 x2
: second stage
: y=x1 x2
: 你可以随便找个dataset看看是不是这个情况
If you do not see why, open your 1st year metrics notes.
【在 m********5 的大作中提到】
: 如果你用ivreg y x2 (x1=z1, z2), first
: 然后出来得会是
: first stage
: x1=z1 z2 x2
: second stage
: y=x1 x2
: 你可以随便找个dataset看看是不是这个情况
b*M
14 楼
女生如果能跳出三届外，也就是说把自己置身事外来客观的分析这个问题，那是很不容
易很令我景仰。但是他既然是个男的，那就是很自然的事了。
【在 w****r 的大作中提到】
: 有啥好失望的。。浮浅
易很令我景仰。但是他既然是个男的，那就是很自然的事了。
【在 w****r 的大作中提到】
: 有啥好失望的。。浮浅
m*5
15 楼
对了
xiaotian你怎么看第三个censored data问题
volatility我还可以理解用tobit model来算，如果做dependent variable的话
如果是unsigned forecast error呢
forecast error = abs (analyst forecast - actual reported earnings)
也是bounded by 0
我从来没见人用tobit model, dependent variable or independent variable
should
exclusion
【在 x********4 的大作中提到】
: it is ok... in the first stage, x2 is the instrument for itself... it does
: not bise your coefficient of x1 in the second stage... actually, you should
: include all exogenous variables x2, x3.... x119 in your 1st stage. exclusion
: restriction only asks z1 and z2 not be in the second stage...
xiaotian你怎么看第三个censored data问题
volatility我还可以理解用tobit model来算，如果做dependent variable的话
如果是unsigned forecast error呢
forecast error = abs (analyst forecast - actual reported earnings)
也是bounded by 0
我从来没见人用tobit model, dependent variable or independent variable
should
exclusion
【在 x********4 的大作中提到】
: it is ok... in the first stage, x2 is the instrument for itself... it does
: not bise your coefficient of x1 in the second stage... actually, you should
: include all exogenous variables x2, x3.... x119 in your 1st stage. exclusion
: restriction only asks z1 and z2 not be in the second stage...
w*r
16 楼
哦
【在 b*******M 的大作中提到】
: 女生如果能跳出三届外，也就是说把自己置身事外来客观的分析这个问题，那是很不容
: 易很令我景仰。但是他既然是个男的，那就是很自然的事了。
【在 b*******M 的大作中提到】
: 女生如果能跳出三届外，也就是说把自己置身事外来客观的分析这个问题，那是很不容
: 易很令我景仰。但是他既然是个男的，那就是很自然的事了。
m*5
17 楼
恩，我基础不好
多教育
那你们一般报结果是报还是不报
【在 t****g 的大作中提到】
: Yes, you are right. But the way I said above is the correct way to do this.
: If you do not see why, open your 1st year metrics notes.
多教育
那你们一般报结果是报还是不报
【在 t****g 的大作中提到】
: Yes, you are right. But the way I said above is the correct way to do this.
: If you do not see why, open your 1st year metrics notes.
h*e
18 楼
然。
【在 b*******M 的大作中提到】
: 女生如果能跳出三届外，也就是说把自己置身事外来客观的分析这个问题，那是很不容
: 易很令我景仰。但是他既然是个男的，那就是很自然的事了。
【在 b*******M 的大作中提到】
: 女生如果能跳出三届外，也就是说把自己置身事外来客观的分析这个问题，那是很不容
: 易很令我景仰。但是他既然是个男的，那就是很自然的事了。
x*4
19 楼
i report all coefficient estimates in the first stage... you only need to
make sure
1. coefficients of z1 and z2 are significant and have the right sign. (
consistent with your instrument construction)
2. test joint significance for weak instrument concerns. (see stock and yogo
2005)
2.5 do hausman test and convince people that if iv is not used, endogeneity
will bias the coefficient.
3. if you wish, since you system is over-identified, you may want to do run
sargan's overidentification test and
【在 m********5 的大作中提到】
: 那做table的时候是报还是不报coefficients on x2 in the first stage
: 报的话，没有理论支持
: 不报的话，我觉得好像在cheating....
:
: should
: exclusion
make sure
1. coefficients of z1 and z2 are significant and have the right sign. (
consistent with your instrument construction)
2. test joint significance for weak instrument concerns. (see stock and yogo
2005)
2.5 do hausman test and convince people that if iv is not used, endogeneity
will bias the coefficient.
3. if you wish, since you system is over-identified, you may want to do run
sargan's overidentification test and
【在 m********5 的大作中提到】
: 那做table的时候是报还是不报coefficients on x2 in the first stage
: 报的话，没有理论支持
: 不报的话，我觉得好像在cheating....
:
: should
: exclusion
a*0
20 楼
来这抢人。。。
【在 b*******M 的大作中提到】
: 欢迎，你去了有人给你发包子，呵呵
【在 b*******M 的大作中提到】
: 欢迎，你去了有人给你发包子，呵呵
m*5
21 楼
恩谢谢
email回信箱慢慢看
yogo
endogeneity
run
【在 x********4 的大作中提到】
: i report all coefficient estimates in the first stage... you only need to
: make sure
: 1. coefficients of z1 and z2 are significant and have the right sign. (
: consistent with your instrument construction)
: 2. test joint significance for weak instrument concerns. (see stock and yogo
: 2005)
: 2.5 do hausman test and convince people that if iv is not used, endogeneity
: will bias the coefficient.
: 3. if you wish, since you system is over-identified, you may want to do run
: sargan's overidentification test and
email回信箱慢慢看
yogo
endogeneity
run
【在 x********4 的大作中提到】
: i report all coefficient estimates in the first stage... you only need to
: make sure
: 1. coefficients of z1 and z2 are significant and have the right sign. (
: consistent with your instrument construction)
: 2. test joint significance for weak instrument concerns. (see stock and yogo
: 2005)
: 2.5 do hausman test and convince people that if iv is not used, endogeneity
: will bias the coefficient.
: 3. if you wish, since you system is over-identified, you may want to do run
: sargan's overidentification test and
t*g
22 楼
报的话，没有理论支持...
This is a standard textbook problem in 1st year. No need to report x2 in the
table, but a F test on other coefficients.
However, 2SLS is now a bad method to use. It has been proved that 2SLS is
outperformed by several other methods. We can give up 2SLS from now on. If
you are still using it, make sure your F >10.
【在 m********5 的大作中提到】
: 那做table的时候是报还是不报coefficients on x2 in the first stage
: 报的话，没有理论支持
: 不报的话，我觉得好像在cheating....
:
: should
: exclusion
This is a standard textbook problem in 1st year. No need to report x2 in the
table, but a F test on other coefficients.
However, 2SLS is now a bad method to use. It has been proved that 2SLS is
outperformed by several other methods. We can give up 2SLS from now on. If
you are still using it, make sure your F >10.
【在 m********5 的大作中提到】
: 那做table的时候是报还是不报coefficients on x2 in the first stage
: 报的话，没有理论支持
: 不报的话，我觉得好像在cheating....
:
: should
: exclusion
x*4
23 楼
i am not sure for this point... if i were you, i do both (ols and tobit) for
robustness...
【在 m********5 的大作中提到】
: 对了
: xiaotian你怎么看第三个censored data问题
: volatility我还可以理解用tobit model来算，如果做dependent variable的话
: 如果是unsigned forecast error呢
: forecast error = abs (analyst forecast - actual reported earnings)
: 也是bounded by 0
: 我从来没见人用tobit model, dependent variable or independent variable
:
: should
: exclusion
robustness...
【在 m********5 的大作中提到】
: 对了
: xiaotian你怎么看第三个censored data问题
: volatility我还可以理解用tobit model来算，如果做dependent variable的话
: 如果是unsigned forecast error呢
: forecast error = abs (analyst forecast - actual reported earnings)
: 也是bounded by 0
: 我从来没见人用tobit model, dependent variable or independent variable
:
: should
: exclusion
x*4
24 楼
ke qi le...
i report and have a separate table for the 1st stage regression to check
validity of my IVs. this is because iv is a big deal in my paper. If it is a
small part of your paper, no need. just coefficeints of z1 and z2 are fine.
..
【在 m********5 的大作中提到】
: 恩，我基础不好
: 多教育
: 那你们一般报结果是报还是不报
i report and have a separate table for the 1st stage regression to check
validity of my IVs. this is because iv is a big deal in my paper. If it is a
small part of your paper, no need. just coefficeints of z1 and z2 are fine.
..
【在 m********5 的大作中提到】
: 恩，我基础不好
: 多教育
: 那你们一般报结果是报还是不报
m*5
25 楼
en
just a robustness check
but worry that people might ask
a
fine.
【在 x********4 的大作中提到】
: ke qi le...
: i report and have a separate table for the 1st stage regression to check
: validity of my IVs. this is because iv is a big deal in my paper. If it is a
: small part of your paper, no need. just coefficeints of z1 and z2 are fine.
: ..
just a robustness check
but worry that people might ask
a
fine.
【在 x********4 的大作中提到】
: ke qi le...
: i report and have a separate table for the 1st stage regression to check
: validity of my IVs. this is because iv is a big deal in my paper. If it is a
: small part of your paper, no need. just coefficeints of z1 and z2 are fine.
: ..
i*e
26 楼
请问一下有哪些方法比2SLS好，是finite sample还是large sample的比较？另外能告
知是哪篇文章就更
好。谢谢～～
the
【在 t****g 的大作中提到】
: 报的话，没有理论支持...
: This is a standard textbook problem in 1st year. No need to report x2 in the
: table, but a F test on other coefficients.
: However, 2SLS is now a bad method to use. It has been proved that 2SLS is
: outperformed by several other methods. We can give up 2SLS from now on. If
: you are still using it, make sure your F >10.
知是哪篇文章就更
好。谢谢～～
the
【在 t****g 的大作中提到】
: 报的话，没有理论支持...
: This is a standard textbook problem in 1st year. No need to report x2 in the
: table, but a F test on other coefficients.
: However, 2SLS is now a bad method to use. It has been proved that 2SLS is
: outperformed by several other methods. We can give up 2SLS from now on. If
: you are still using it, make sure your F >10.
t*g
27 楼
In case of strong intruments, for example, Ander-Rubin test can do as well a
s 2SLS; while in case of weak instruments, AR, KLM,JKLM,CLR outperforms 2SLS
, as 2SLS simply does not work under this circumstance. There is a nice surv
ey paper by Stock, Wright and Yogo in JBES 2002.
【在 i*******e 的大作中提到】
: 请问一下有哪些方法比2SLS好，是finite sample还是large sample的比较？另外能告
: 知是哪篇文章就更
: 好。谢谢～～
:
: the
s 2SLS; while in case of weak instruments, AR, KLM,JKLM,CLR outperforms 2SLS
, as 2SLS simply does not work under this circumstance. There is a nice surv
ey paper by Stock, Wright and Yogo in JBES 2002.
【在 i*******e 的大作中提到】
: 请问一下有哪些方法比2SLS好，是finite sample还是large sample的比较？另外能告
: 知是哪篇文章就更
: 好。谢谢～～
:
: the
v*a
28 楼
用过RATS没有？有人用过吗？ anybody??? where to download @[email protected]
【在 t****g 的大作中提到】
: First stage
: x1=z1 z2 (z1 z2 are instrumental variables)
: Second stage
: y=x1 x2
: both estimated using OLS
: 第一个问题，我用SAS proc model也好，Stata ivreg也好,都会把x2也算成
: explanatory variables for first stage。如果我直接用predicted value of x1来
: run second stage regression，就要自己调Murphy and Topel correction. 有没有有
: 经验的啊
: ivreg y x2 (x1=z1,z2), here you go. No need to manually fix anything.
【在 t****g 的大作中提到】
: First stage
: x1=z1 z2 (z1 z2 are instrumental variables)
: Second stage
: y=x1 x2
: both estimated using OLS
: 第一个问题，我用SAS proc model也好，Stata ivreg也好,都会把x2也算成
: explanatory variables for first stage。如果我直接用predicted value of x1来
: run second stage regression，就要自己调Murphy and Topel correction. 有没有有
: 经验的啊
: ivreg y x2 (x1=z1,z2), here you go. No need to manually fix anything.
t*g
29 楼
No idea of RATS, as I use matlab even with time series data. You can purchas
e RATS on line, but I think you are looking for a free version...
【在 v******a 的大作中提到】
: 用过RATS没有？有人用过吗？ anybody??? where to download @[email protected]
e RATS on line, but I think you are looking for a free version...
【在 v******a 的大作中提到】
: 用过RATS没有？有人用过吗？ anybody??? where to download @[email protected]
i*e
30 楼
Thanks a lot! It's good to know.
a
2SLS
surv
【在 t****g 的大作中提到】
: In case of strong intruments, for example, Ander-Rubin test can do as well a
: s 2SLS; while in case of weak instruments, AR, KLM,JKLM,CLR outperforms 2SLS
: , as 2SLS simply does not work under this circumstance. There is a nice surv
: ey paper by Stock, Wright and Yogo in JBES 2002.
a
2SLS
surv
【在 t****g 的大作中提到】
: In case of strong intruments, for example, Ander-Rubin test can do as well a
: s 2SLS; while in case of weak instruments, AR, KLM,JKLM,CLR outperforms 2SLS
: , as 2SLS simply does not work under this circumstance. There is a nice surv
: ey paper by Stock, Wright and Yogo in JBES 2002.
m*5
31 楼
赞
trying搞计量的？
a
2SLS
surv
【在 t****g 的大作中提到】
: In case of strong intruments, for example, Ander-Rubin test can do as well a
: s 2SLS; while in case of weak instruments, AR, KLM,JKLM,CLR outperforms 2SLS
: , as 2SLS simply does not work under this circumstance. There is a nice surv
: ey paper by Stock, Wright and Yogo in JBES 2002.
trying搞计量的？
a
2SLS
surv
【在 t****g 的大作中提到】
: In case of strong intruments, for example, Ander-Rubin test can do as well a
: s 2SLS; while in case of weak instruments, AR, KLM,JKLM,CLR outperforms 2SLS
: , as 2SLS simply does not work under this circumstance. There is a nice surv
: ey paper by Stock, Wright and Yogo in JBES 2002.
v*a
32 楼
of course free version, never ever pay for any software ^o^
purchas
【在 t****g 的大作中提到】
: No idea of RATS, as I use matlab even with time series data. You can purchas
: e RATS on line, but I think you are looking for a free version...
purchas
【在 t****g 的大作中提到】
: No idea of RATS, as I use matlab even with time series data. You can purchas
: e RATS on line, but I think you are looking for a free version...
o*o
33 楼
if both OLS, this is a generalized Berkson Error model, you can fit it as a
Mixed Model in SAS using ML since the likelihood function is easy to write.
If ML is available, don't even bother to use IV.
【在 m********5 的大作中提到】
: First stage
: x1=z1 z2 (z1 z2 are instrumental variables)
: Second stage
: y=x1 x2
: both estimated using OLS
: 第一个问题，我用SAS proc model也好，Stata ivreg也好,都会把x2也算成
: explanatory variables for first stage。如果我直接用predicted value of x1来
: run second stage regression，就要自己调Murphy and Topel correction. 有没有有
: 经验的啊
: 第二个问题是如果first stage estimated using OLS and second stage estimated
Mixed Model in SAS using ML since the likelihood function is easy to write.
If ML is available, don't even bother to use IV.
【在 m********5 的大作中提到】
: First stage
: x1=z1 z2 (z1 z2 are instrumental variables)
: Second stage
: y=x1 x2
: both estimated using OLS
: 第一个问题，我用SAS proc model也好，Stata ivreg也好,都会把x2也算成
: explanatory variables for first stage。如果我直接用predicted value of x1来
: run second stage regression，就要自己调Murphy and Topel correction. 有没有有
: 经验的啊
: 第二个问题是如果first stage estimated using OLS and second stage estimated
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