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st: Re: IVProbit-IVTobit Stata code


From   baum <baum@bc.edu>
To   Kevin.B.Moore@frb.gov
Subject   st: Re: IVProbit-IVTobit Stata code
Date   Fri, 26 Jul 2002 11:15:23 -0400

Dear Kevin,

You should not have to do any file converting; if you have used a web browser to download the files, you have probably introduced some line wrapping. As a general rule you should always let Stata do this for you to avoid trouble.

Just use Stata's ssc command to download and install the commands, and it will take care of any line end conversions, etc. It will work with a proxy server if you have firewall issues. On one of my Unix machines, which did not have this command installed:

. ssc install ivprob-ivtobit
checking ivprob-ivtobit consistency and verifying not already installed...
installing into /blade/baum/ado/stbplus/...
installation complete.

. which divprob
/blade/baum/ado/stbplus/d/divprob.ado

. use /usr/local/stata/auto
(1978 Automobile Data)


. divprob foreign ,endog(price mpg) iv(weight length turn) exog(displacement)

Probit estimates Number of obs = 74
chi2(3) = 47.78
Prob > chi2 = 0.0000
Log likelihood = -21.145623 Pseudo R2 = 0.5304

---------------------------------------------------------------------------
---
foreign | dF/dx Std. Err. z P>|z| x-bar [ 95% C.I. ]
---------+-----------------------------------------------------------------
---
price | .0000407 .0001958 1.56 0.119 6165.26 -.000343 .000424
mpg | .0052819 .0322204 0.53 0.594 21.2973 -.057869 .068433
displacement | -.0012854 .0053856 -0.97 0.333 197.297 -.011841 .00

927
---------+-----------------------------------------------------------------
---
 obs. P |   .2972973
pred. P |   .0121994  (at x-bar)
---------------------------------------------------------------------------
---
   z and P>|z| are the test of the underlying coefficient being 0

.

Thanks
Kit

--On Friday, July 26, 2002 11:02 -0400 Kevin.B.Moore@frb.gov wrote:

Mr. Baum,

I have a question about one of the Stata modules on the SSC website,
specifically the IVPROB-IVTOBIT code authored by Joe Harkness.   I was
able to download all of the .ado and .hlp files quite easily, and
converted them from Mac files to DOS and Unix files for use on PC and
Unix Stata 7.  I then put the files in my personal ado directory and
attempted to use them. The help file for all three commands in the module
works fine (ivprob, divprob, and ivtobit.hlp), and the ivprob command
itself works.  However, I cannot get the divprob and ivtobit commands to
work.  When I attempt to estimate the same model I estimated with ivprob
using divprob (I just replace the ivprob command with divprob), I get a
Stata error message "unrecognized command: [invalid command name]
r(199).  I have tried re-installing the divprob.ado file on both the PC
and Unix platforms, and have looked at the .ado file for any obvious
errors, but I can't find any. Any help you could provide on this matter
would be greatly appreciated.

Thanks,

Kevin Moore
Federal Reserve Board of Governors
Mail Stop 153
Washington, DC 20551
202-452-3887
Kevin.B.Moore@frb.gov


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