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  • Reposting because help needed in case of IV regression.

    Hello, I estimated a regression by ols and 2sls both. In ols the main independent variable of interest x, turns out to be significant. In IV it isn't significant. I checked for weak iv using weakivtest the effective F stat is 7.495<10. I also used estat endogenous, p value is high, can't reject the null of exogeneity, other stats of instrument strength are also below 10. Now, I think ols is the right model for me. But I want to compare the ols and iv estimates. Is there any way to do that. Please respond.

  • #2
    Serena:
    you receive no reply probably because you posted a non-problem.
    If no evidence of endogeneity has been detected, what's the gain in comparing OLS with IV regression?
    Kind regards,
    Carlo
    (StataNow 18.5)

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    • #3
      Carlo Lazzaro addressed the key point.

      As a comment on good use of the forum:

      This alludes to https://www.statalist.org/forums/for...eak-instrument

      Please see #1 at https://www.statalist.org/forums/help#adviceextras for advice about bumping.

      It's best when bumping to add a new post to an existing thread and as far as possible to improve any question that didn't get an answer.

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