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st: ivprobit example wanted
From
Richard Williams <[email protected]>
To
[email protected]
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: [email protected]
WWW: http://www.nd.edu/~rwilliam
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