Thank you for sharing this video, I have panel data and I need to examine whether the endogenous variable is good or weak and the overidentification after execution xtivreg (2sls) . Do you have any suggestions, please? Thank you
@renudevi327 Жыл бұрын
hello sir, why you have deleted your videos it was really very useful
@ThanhThanh-rk5zj3 жыл бұрын
Thank you for the useful video. Could you please tell me the commands to perform test of endogeneity in STATA after IVREGFEHD command? Thank you so much.
@guillermosolorzano84774 жыл бұрын
Is there a way to test endogeneity without having an instrumental variable? The literature suggests there is a reverse causality in my model and I want to test that..
@renudevi327 Жыл бұрын
Sir, why you have deleted earnings management videos seriously it was useful for all of us
@Dr_Shiny3 жыл бұрын
thank you Sir. Would you please give the reference for this method? I need for citation purposes.
@moustafiibtissam55834 жыл бұрын
Hello please can you explain to me how we use an instrumetal variable?? How we calculate it ? I work on the impact of training on productivity but I don't know how I should use an instrumental variable should I generate or create a new variable called instrumental or what ??
@earningsmanagementestimati60284 жыл бұрын
I have another video on how to find good instruments from your dataset. Check my videos. In brief, you can use the lagged values of you independent variables which have the lowest correlation with your DV .
@moustafiibtissam55834 жыл бұрын
@@earningsmanagementestimati6028 but I have a data transversal
@earningsmanagementestimati60284 жыл бұрын
So, you should follow the literature and see what is recommended as instruments for your endogenous variable.
@moustafiibtissam55834 жыл бұрын
@@earningsmanagementestimati6028 please can you give me your email? I have any question if you want and thank you
@aniruddhaghosh9823 Жыл бұрын
Sir what is this ABS_AEM, l.ABS_AEM and l.ROA . Can you please clarify
@earningsmanagementestimati6028 Жыл бұрын
ABS_AEM is the absolute value of EM
@earningsmanagementestimati6028 Жыл бұрын
l.ABS_AEM is the lagged value of Em
@earningsmanagementestimati6028 Жыл бұрын
Same for l.ROA, the lagged valve of returns on assets
@rareaqua73 жыл бұрын
Does this test for endog. also work fpr panel data?
@didarulislam42834 жыл бұрын
How will you estimate the 2SLS model if the endogenous variable interact with an independent variable?
@earningsmanagementestimati60284 жыл бұрын
You put the sign (#) between them and if it is dummy var put i.var If it is continues variable put c.variable For example, if dummy and continuous will be like this: i.endogenous#c.independent
@didarulislam42834 жыл бұрын
Earnings management analysis STATA thank you
@earningsmanagementestimati60284 жыл бұрын
@@didarulislam4283 you are very welcome
@trinhquocdat8061 Жыл бұрын
If I use a different IV package, the results confirm the endogeneity problem. How would I confirm the situation?
@earningsmanagementestimati6028 Жыл бұрын
If endo confirmed, you may need to run the 2SLS.
@henryjnr86304 жыл бұрын
How you did you lag the values of the control variables you used?
@earningsmanagementestimati60284 жыл бұрын
There is references for that, see my previous video i explained that.
@earningsmanagementestimati60284 жыл бұрын
kzbin.info/www/bejne/bpmomph9n7KMb7s
@nataliadavidson93902 жыл бұрын
Thank you!
@moustafiibtissam55834 жыл бұрын
Please can we use this method when we have a selection bias?? Normally I have companies that answered yes and others jo so there is a selection bias Me I just want companies that answered yes so does this method allow us to select companies that have answered yes ??
@gulamansari38422 жыл бұрын
Why size is not taken as an instrument?
@moustafiibtissam55834 жыл бұрын
Please if the plus-value is equal to 0, that is to say there is endogenity ???
@shahbazh25303 ай бұрын
walaikumAssalamWarahmatullahiWabarakatuhu
@djihedboumenkar414 жыл бұрын
Merci
@kabeldelices10164 жыл бұрын
How can we test endogenity and overidentification for a Simultaneous Equation Model (SEM) using 2sls or 3sls : reg3.
@chloe-mariek24884 жыл бұрын
شكرا
@farima55653 жыл бұрын
first you need to make the instruments then go for 2sls
@earningsmanagementestimati60283 жыл бұрын
I explained that in another video
@renudevi327 Жыл бұрын
hello sir could you please share your email id or linkedin Id ??