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Re: st: RE: ivprob and collinearity


From   Patricia Sourdin <patricia.sourdin@adelaide.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: ivprob and collinearity
Date   Thu, 9 Sep 2004 19:38:48 +0930

Thanks Nick - you are quite right.  However, there seemed to be no outcome.  I 
have emailed Joe Harkness and will wait for his reply. If you can help in the 
meantime...
thanks
Patricia

Quoting Nick Cox <n.j.cox@durham.ac.uk>:

> I think this has been discussed previously on Statalist. 
> I can't recall the outcome but you could try searching
> the archives. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Patricia Sourdin
> 
> > I have a query on the ivprob command.
> > After having set trace on I discovered where I got the 
> > conformability error 
> > message - it is after the last line of this bit of program
> > 
> > 
> > /* get lee model estimates */
> > cap estimates drop lastpbt
> > probit `depvar' `fitted' `exog'  if `touse'
> > matrix tmp = get(_b)
> > matrix beta=tmp[1,1..`nendog']
> > matrix means=get(mns)
> > matrix colnames means = `endog' `exog' _cons
> > 
> > The probit part of the command automatically excludes 
> > collinear variables and 
> > therefore the 'exog' list and the list of regressors are 
> > different so that 
> > when stata tries to assign column names - there are less 
> > columns than names in 
> > the varlist.
> > 
> > Presumably this problem will reoccur at later stages of the program.
> > Can anyone suggest a simple way of amending this program to 
> > deal with this 
> > problem? My programming skills are not so great.
> 
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