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st: RE: about ivprobit


From   "Martin Weiss" <martin.weiss@uni-tuebingen.de>
To   <statalist@hsphsun2.harvard.edu>
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
Germany

Fon: 0049-7071-2978184

Home: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1130

Publications: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1131

SSRN: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=669945


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of wangxin
Sent: Thursday, July 31, 2008 10:02 PM
To: statalist@hsphsun2.harvard.edu
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.

Thanks

Xin






      

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