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Re: st: Probit and IV


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, Stas Kolenikov <skolenik@gmail.com>
Subject   Re: st: Probit and IV
Date   Sat, 02 Oct 2004 08:03:16 +0100 (BST)

Actually, you should try -findit ivprob-, because that program reports 
correct standard errors; -probitiv- does not.

Cheers,
Mark

Quoting Stas Kolenikov <skolenik@gmail.com>:

> Formally speaking, -probit- is a maximum likelihood procedure, so
> you
> cannot run 2SLS on it :).
> 
> Try -findit probitiv-, it will give you a reference on a
> downloadalbe package.
> 
> Stas
> 
> On Sat, 2 Oct 2004 02:11:56 +0100 (BST), Sumanta Mukherjee
> <sumanta226@yahoo.co.uk> 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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> 
> 
> 
> -- 
> Stas Kolenikov
> http://stas.kolenikov.name
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> 



Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
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