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RE: st: Weak Instruments in IVPROBIT


From   Benjamin Villena Roldan <benjaminvillena@hotmail.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Weak Instruments in IVPROBIT
Date   Tue, 20 Jul 2010 15:11:15 -0400

I don't think such a test has been developed in the literature.
Probably all weak instruments literature deals with linear models.
You should try a linear probility model estimated by 2SLS or LIML
 
Best,
 
Benjamin



----------------------------------------
> Date: Tue, 20 Jul 2010 13:30:30 +0200
> Subject: st: Weak Instruments in IVPROBIT
> From: ntirivayi@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> Dear All
>
> I would like to know if there is a test for weak instruments for
> ivprobit in stata? Kindly advise on the code.. if not an alternate
> method to test weak instruments in ivprobit
>
>
> Regards
>
> Nyasha Tirivayi
> Maastricht University
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