Tiffany,
There is another problem it is NOT correct to use ivprobit
when you have a dichotomous endogenous variable.
Alejandro
----- Original Message Follows -----
From: "Austin Nichols" <[email protected]>
To: [email protected]
Subject: Re: st: RE: Question about IV probit
Date: Wed, 6 Jun 2007 13:59:37 -0400
> 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)"
> >
> *
> * 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/
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
