Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: IV probit and non convergence


From   Roger Harbord <rmharbord@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV probit and non convergence
Date   Tue, 12 Oct 2010 21:38:20 +0100

On 12 October 2010 17:21, Mariana Spatareanu Manole <mariana35@gmail.com> wrote:
>
> I am running ivprobit regressions, and I have 4 endogenous continuous
> variables -  I can run the regressions with only one endogenous
> variable at a time, but the ivprobit does not converge when I introduce all of them in
> the regression.
<snip>
> Do you have any suggestions what to do in  cases like this?

It may be worth reading Angrist/Pischke's thoughts on multiple
endogenous variables:
<http://www.mostlyharmlesseconometrics.com/2010/02/multiple-endogenous-variables-what-now/>

Roger.

-- 
Roger Harbord
http://www.epi.bris.ac.uk/staff/rharbord.htm

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index