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st: RE: about ivprobit

From   "Martin Weiss" <>
To   <>
Subject   st: RE: about ivprobit
Date   Fri, 1 Aug 2008 15:12:06 +0200

It is not clear what you mean by " ...Specifically...". At the end of the
day, what else would you want to -predict-? Take the example from -h
ivprobit- and let the twostep estimator report the first stage with the
-first- option:

webuse laborsup, clear
ivprobit fem_work fem_educ kids (other_inc = male_educ), twostep first

These first stage results reported at the top of the output can be
replicated by typing 

reg  other_inc male_educ fem_educ kids

Use -predict- after this -regress- command to obtain fitted values for the
endogenous regressor.

Martin Weiss

Diplom-Kaufmann Martin Weiss
Mohlstrasse 36
Room 415
72074 Tuebingen

Fon: 0049-7071-2978184




-----Original Message-----
[] On Behalf Of wangxin
Sent: Thursday, July 31, 2008 10:02 PM
Subject: st: about ivprobit

After using the ivprobit, how can stata report the
predicted value for the first stage? Specifically, the
predicted value for the endogenous variable.




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