Hi
I have run a 2SLS regression with the dependent variable, self reported health (excellent, good, very good, good, fair, poor). My independent variables include exercise(ex1 below). The results show a very high coefficient of exercise. Is there something I've done wrong- - this appears somewhat strange to me?
My results are shown below.
I have run a 2SLS regression with the dependent variable, self reported health (excellent, good, very good, good, fair, poor). My independent variables include exercise(ex1 below). The results show a very high coefficient of exercise. Is there something I've done wrong- - this appears somewhat strange to me?
My results are shown below.
Code:
. ivregress 2sls W8GENA (ex1 = W2ExPEYP W6FriendNumYP) W8DLOCUS sex eth1 W8EVERMAR W8DIN
> CW W8WRKHRSA wksearly W8DDEGP W8SOCIALMED W1tvYP W1fameatYP W8AUDIT2 W8SLEEP2 W5agebd
> 10mum educp, first
First-stage regressions
-----------------------
Number of obs = 1,608
F( 17, 1590) = 8.68
Prob > F = 0.0000
R-squared = 0.0849
Adj R-squared = 0.0751
Root MSE = 0.5821
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ex1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
--------------+----------------------------------------------------------------
W8DLOCUS | -.0293182 .008982 -3.26 0.001 -.046936 -.0117005
sex | -.1802063 .0322194 -5.59 0.000 -.2434034 -.1170093
eth1 | -.1202028 .0483257 -2.49 0.013 -.2149916 -.025414
W8EVERMAR | -.0049658 .049327 -0.10 0.920 -.1017187 .0917871
W8DINCW | -.0008338 .0003018 -2.76 0.006 -.0014258 -.0002418
W8WRKHRSA | .044626 .0484779 0.92 0.357 -.0504613 .1397134
wksearly | -.005298 .0081444 -0.65 0.515 -.0212728 .0106768
W8DDEGP | -.0153314 .0317504 -0.48 0.629 -.0776085 .0469456
W8SOCIALMED | .0034061 .0059422 0.57 0.567 -.0082493 .0150615
W1tvYP | -.0965746 .0269797 -3.58 0.000 -.1494941 -.0436551
W1fameatYP | .0016477 .0157384 0.10 0.917 -.0292224 .0325178
W8AUDIT2 | .0001801 .0139301 0.01 0.990 -.0271432 .0275035
W8SLEEP2 | -.0092335 .0141343 -0.65 0.514 -.0369573 .0184904
W5agebd10mum | -.0038787 .0256409 -0.15 0.880 -.0541722 .0464148
educp | .0032174 .0346187 0.09 0.926 -.0646858 .0711205
W2ExPEYP | -.1093906 .031162 -3.51 0.000 -.1705135 -.0482676
W6FriendNumYP | .0606124 .0139416 4.35 0.000 .0332665 .0879582
_cons | 3.259722 .248623 13.11 0.000 2.772059 3.747386
-------------------------------------------------------------------------------
Instrumental variables (2SLS) regression Number of obs = 1,608
Wald chi2(16) = 171.32
Prob > chi2 = 0.0000
R-squared = .
Root MSE = .92091
------------------------------------------------------------------------------
W8GENA | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ex1 | -.9303824 .2708754 -3.43 0.001 -1.461288 -.3994764
W8DLOCUS | .0868544 .0164686 5.27 0.000 .0545766 .1191323
sex | -.0104595 .0771549 -0.14 0.892 -.1616802 .1407613
eth1 | -.1772566 .0830206 -2.14 0.033 -.339974 -.0145393
W8EVERMAR | .0303651 .078027 0.39 0.697 -.122565 .1832953
W8DINCW | -.0015747 .0005072 -3.10 0.002 -.0025687 -.0005806
W8WRKHRSA | .1748691 .0769484 2.27 0.023 .0240531 .3256851
wksearly | -.0181418 .0130488 -1.39 0.164 -.0437169 .0074333
W8DDEGP | -.2017756 .0504776 -4.00 0.000 -.3007099 -.1028413
W8SOCIALMED | .0044162 .0094189 0.47 0.639 -.0140446 .022877
W1tvYP | -.0358402 .0510921 -0.70 0.483 -.1359788 .0642984
W1fameatYP | -.0200314 .0248962 -0.80 0.421 -.068827 .0287641
W8AUDIT2 | .0464691 .0220342 2.11 0.035 .0032829 .0896553
W8SLEEP2 | -.10722 .0224168 -4.78 0.000 -.1511561 -.0632838
W5agebd10mum | -.0709148 .0405905 -1.75 0.081 -.1504707 .0086411
educp | .0155376 .0546157 0.28 0.776 -.0915071 .1225824
_cons | 4.933059 .9799335 5.03 0.000 3.012425 6.853694
------------------------------------------------------------------------------
Instrumented: ex1
Instruments: W8DLOCUS sex eth1 W8EVERMAR W8DINCW W8WRKHRSA wksearly
W8DDEGP W8SOCIALMED W1tvYP W1fameatYP W8AUDIT2 W8SLEEP2
W5agebd10mum educp W2ExPEYP W6FriendNumYP
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end of do-file
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