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st: ivprob and cdsimeq give similar results, not the same, why?


From   "F. Gao" <gaofaye@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivprob and cdsimeq give similar results, not the same, why?
Date   Wed, 10 Aug 2005 10:57:19 -0500

Hello, all

It may not matter much which one I use as the results are pretty
close. I still wonder why they are not the same. I thought both take
care of the endogeneity problem with probit estimations. ivprob gives
one equation while cdsimeq gives two simultaneous equations. Please
correct me if I got it wrong.

The commands I used are

.ivprob Indicator, endo(x) iv(a b) exog(c)

.cdsimeq (x a b) (Indicator c).

The coefficients and the standard errors are very close. For example,
-2.53 from ivprob before x while -2.48 in results from cdsimeq. The
p-values for the two coefficients are 1.65 and 1.56 respectively.

Just wondering...... 

Thanks,
Faye

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