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Re: st: RE: ivprob and collinearity
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
Quoting Nick Cox <email@example.com>:
> I think this has been discussed previously on Statalist.
> I can't recall the outcome but you could try searching
> the archives.
> 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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