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Re: st: Probit and IV
Actually, you should try -findit ivprob-, because that program reports
correct standard errors; -probitiv- does not.
Quoting Stas Kolenikov <email@example.com>:
> Formally speaking, -probit- is a maximum likelihood procedure, so
> cannot run 2SLS on it :).
> Try -findit probitiv-, it will give you a reference on a
> downloadalbe package.
> On Sat, 2 Oct 2004 02:11:56 +0100 (BST), Sumanta Mukherjee
> <firstname.lastname@example.org> wrote:
> > Hi,
> > I am a new stata user and therefore not aware of how
> > to run some routine regressions.
> > I am trying to run a probit where one of the
> > regressors is endogenous. I am using an instrument in
> > its place. I would like to know how to run a 2SLS on a
> > probit. In addition I would like stata to report the
> > true marginal coefficients, something that we get by
> > using the 'dprobit' command. I would also like to see
> > the first stage regression results. But I don't know
> > what commands would work.
> > Could you guys help me please?
> > Sincerely,
> > Sumanto
> > ___________________________________________________________ALL-NEW
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> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> Stas Kolenikov
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark Schaffer
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
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