Tiffany--
Nick points out you are not following the advice ot the Statalist FAQ.
I will point out that you are not following the advice of the
-ivprobit- help file, nor, indeed, the error message you quote:
invalid syntax
syntax is "(all instrumented variables = instrument variables)"
seems clear to me. In
sysuse auto
ivprobit for rep78 (mpg price= disp leng turn)
the variables mpg and price are both endogenous, rep78 is exogenous,
and disp, leng, and turn are excluded instruments.
On 6/6/07, Nick Cox <[email protected]> wrote:
No paraphrases please: show (an example of)
_exactly_ what you typed. (I am not going
to answer your reply, but it's what -ivprobit-
users really need to see.)
Tiffany Green
> I have a question about the ivprobit command. I
> have a model with several endogenous variables. (All
> dichotomous). I can estimate the model if only one
> variable is endogenous
> (e.g. ivprobit dependent variable (varlist 1)
> (endogenous variable=iv instruments) ) but when I try
> to add in another endogenous variable:
>
> ivprobit dependent variable (varlist 1) (endogenous
> variable one =iv instruments) (endogenous variable two
> =iv instruments)
>
> I get the following error message:
> invalid syntax
> syntax is "(all instrumented variables = instrument
> variables)"
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