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st: Quality of Instruments in bivariate probit estimation


From   Martin Watts <Martin.Watts@newcastle.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   st: Quality of Instruments in bivariate probit estimation
Date   Tue, 04 Mar 2008 17:35:40 +1100

Dear All, In the absence (at least to my knowledge) of formal tests of the suitability of instruments, the literature tends to fudge the issue, other than to note their explanatory power in the univariate probit of the 'subsidiary' endogenous variable.

Do any statalisters have any tried and tested methods of convincing their peers that they have satisfactory instruments? I recognise that identification does not require the presence of instruments.

Many thanks.

Kind regards
Martin Watts

Martin J. Watts 
Associate Professor of Economics 
School of Economics, Politics and Tourism
Faculty of Business and Law 
Research Associate
Centre of Full Employment and Equity (CofFEE) 
The University of Newcastle 
NSW 2308 
Australia 
Martin.Watts@newcastle.edu.au 
http://e1.newcastle.edu.au/coffee/ 
Phone (61)2 4921-5069 (Work) 
Fax (61)2 4921-6919 (Work) 
Mobile: 0 414 966 751


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