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]

st: IV Probit


From   Robert Davidson <rhd773@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: IV Probit
Date   Thu, 15 Mar 2012 11:19:20 -0400

Hello,
I am trying to estimate an ivprobit model in Stata 11.2.
I would like to estimate an F-statistic to assess weak instruments and
perform other tests to assess the potential endogeneity of the
instrument. None of the commands available with ivreg seem to work. I
have looked at the help for ivprobit and the post estimation commands
and cannot find these things. I imagine these calculations are basic,
but I have not used ivprobit before and cannot find guidance online.
I am estimating a standard ivprobit though the standard errors are
clustered by groups.
Thank you,
Rob
*
*   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