Whatever your post means, it's about statistics, not R. Post to a statistics list like stats.stackexchange.com instead.
-- Bert On Mon, Apr 30, 2012 at 3:24 PM, kebrab67 <[email protected]> wrote: > Hello, > I have a set of 100 variables with 1560 observations. I did an O.L.S > regression of three of these variables on a fourth. But there are problems > of endogeneity... So I look in my dataset for instruments to do an IV. I > can't find a good instrument because their correlation with my endogeneous > variables are too low. But I see that when I create a combined variable > composed of 12 variables of the dataset my correlation is much stronger. > Can I use such a combined variable to estimate my equation with 2SLS, or > GMM. > > -- > View this message in context: > http://r.789695.n4.nabble.com/IV-estimation-tp4599559.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
