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st: ivprobit first stage


From   grsanta@unict.it
To   statalist@hsphsun2.harvard.edu
Subject   st: ivprobit first stage
Date   Fri, 28 Jul 2006 12:58:14 +0200

Dear Statalisters,

I am trying to run an instrumental variables estimation estimation
where the first step is an OLS regression and the second a probit
model. To do so, I am using ivprob in STATA 8.2
(ivprob depva, endog(varlist) iv(varlist) exog(varlist)).

I would like to look at the first stage estimations and doing a test of the validity of instruments I am using. But, when I include the "twostage first" command advised in STATA 9 help in the above sintax

((ivprob depva, endog(varlist) iv(varlist) exog(varlist), twostage first),

I get the following message: "invalid 'twostage' " . As far as the test on instruments validity is concerned, can anyone advise me on how to proceed?

Many thanks

Grazia

--
Grazia Santangelo, PhD
FacoltÓ di Scienze Politiche
UniversitÓ degli Studi di Catania
Via Vitt. Emanuele, 8
95131 Catania
ITALY
<grsanta@unict.it>
Tel. +39.095.7340119
Fax +39.095.7340139
http://www.fscpo.unict.it/docenti/prof.ssa_Santangelo.htm


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