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st: re: ivprobit with robust and cluster


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: ivprobit with robust and cluster
Date   Thu, 20 Sep 2007 12:50:10 -0400

Yan said

Thank you, Mansour and professor Baum , for answering my yesterday's
question. I try to use "ivprobit" with robust and cluster. Stata would
not allow me to combine cluster and robust with twostep. Another problem
is I try to run "overid" after "ivprobit", but the error message is
"overid works only after ivreg, ivreg2". Thank you for help.


Don't use the robust and cluster options in your ivprobit. The twostep estimator is consistent, and all you want it for is the overid test.

If overid is saying that then you do not have the latest overid (by a ways).

ssc install overid, replace

to get the most up to date version. You may have the one distributed with SJ 3:1, which is very much out of date.

Kit


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

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