[R] IV estimation

[Bert Gunter]

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 <selamgetachew at gmail.com> 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.
>
> --
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> Sent from the R help mailing list archive at Nabble.com.
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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