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Re: st: IV probit and non convergence


From   Mariana Spatareanu Manole <mariana35@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV probit and non convergence
Date   Wed, 13 Oct 2010 22:58:09 -0400

Thank you all for your suggestions. And thanks Roger,  I ended up
buying Angrist/Pischke's book, really useful.


On Tue, Oct 12, 2010 at 4:38 PM, Roger Harbord <rmharbord@gmail.com> wrote:
> 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
>
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