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Re: st: missing standard error of the constant term in ivprobit model


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: missing standard error of the constant term in ivprobit model
Date   Mon, 16 May 2011 01:34:35 +0100

On this information: Your model is too complicated. Simplify until
this doesn't happen.
Look at the correlation structure of your predictors.

But the major point is that this is too little information to allow a
better answer. No output, no context, no statement of why variables
are included in the model.

Nick

On Mon, May 16, 2011 at 1:15 AM, xueliansharon <xuelianstata@gmail.com> wrote:
> Dear all,
>
> I estimated an ivprobit model with five endogenous variables, I use 12
> instruments to address the endogeneity, but I always get missing standard
> error in the constant term, no matter which convergence technique (bfgs,
> dfp, etc) I use. Does anybody know the reason and solution to such missing
> standard error problem?
>
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