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st: ivprobit example wanted

From   Richard Williams <>
Subject   st: ivprobit example wanted
Date   Tue, 02 Aug 2011 16:45:27 -0500

I am working on some class notes. I am looking for a reproducible ivprobit example where there are 2 or more endogenous variables, e.g. something like

ivprobit y x1 x2 (x3 x4 = x5 x6 x7)

This is proving to be quite a challenge. I've looked in various Stata books and can only find examples with one endogenous variable. Whenever I try to estimate a model with 2 endogenous vars I can't get the model to converge.

So, if anyone has such an example, I'd love to see it. If, on the other hand, it is extremely difficult to estimate such a model with ivprobit, I would like to know that too.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

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