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st: RE: IV Probit
"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
st: RE: IV Probit
Thu, 15 Mar 2012 16:59:26 -0000
-overid-, downloadable from ssc in the usual way, will provide an
overidentification test after estimation by -ivprobit-.
> -----Original Message-----
> From: firstname.lastname@example.org
> [mailto:email@example.com] On Behalf Of
> Robert Davidson
> Sent: 15 March 2012 15:19
> To: firstname.lastname@example.org
> Subject: st: IV Probit
> 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,
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