topic Re: IV Estimation successes in STATA but not in SAS in SAS Procedures

IV Estimation successes in STATA but not in SAS

Golf — Mon, 25 May 2020 10:36:03 GMT

Hello,

I have a single equation, where lwage is the dependent variable, there are 15 independent variables and one of them (educ) is an endogenous varaibles. A exogenous variable, nearc4, is used as the instrumental variable. I use the following procedure in SAS and get the error message.

Here is the results.

Can you help me out from the problem? I apply the same data set to STATA, and I can get the result without problems.

Thank You.

Re: IV Estimation successes in STATA but not in SAS

PaigeMiller — Mon, 25 May 2020 10:43:37 GMT

The WARNING message seems clear to me.

WARNING: The variable nearc4 is not defined in the program

Re: IV Estimation successes in STATA but not in SAS

Golf — Mon, 25 May 2020 11:14:41 GMT

Dear Miller,
How to make nearc4 defined in the program. (I understanded that nearc4 was already defined in the INSTRUMENT statement)
Thank You,

Re: IV Estimation successes in STATA but not in SAS

PaigeMiller — Mon, 25 May 2020 11:32:57 GMT

What is NEARC4? Where would SAS find it?

Is it a variable in your input data set, or something computed? Obviously, it is neither, and so SAS doesn't know how to use NEARC4.

Re: IV Estimation successes in STATA but not in SAS

Golf — Mon, 25 May 2020 12:37:31 GMT

Dear Miller,
You are right. nearc4 is in another data file. I used the wrong data set.
Thank You for your time.
Bests,