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Some examples using gsem to handle endogeneity in nonlinear models

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  • David Drukker

    (StataCorp LP)

Abstract

Unobserved components can parameterize problems of endogeneity in many nonlinear models for cross-sectional and panel data. This talk provides some examples and uses gsem to estimate the parameters.

Suggested Citation

  • David Drukker, 2014. "Some examples using gsem to handle endogeneity in nonlinear models," German Stata Users' Group Meetings 2014 03, Stata Users Group.
    • Handle: RePEc:boc:dsug14:03
    as

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    File URL: http://fmwww.bc.edu/RePEc/dsug2014/de14_drukker_gsem.pdf
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    References listed on IDEAS

    as
    1. Wooldridge, Jeffrey M., 1999. "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, Elsevier, vol. 90(1), pages 77-97, May.
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