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, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: iv test in ivtobit

From   ming li <>
Subject   st: iv test in ivtobit
Date   Mon, 18 Jun 2012 01:53:16 +0800

Dear statalist,

I'm using ivtobit with cluster standard error, do you have any idea
about how to conduct weak iv test and overid test in such model? I
know -rivtest- can be used for ivtobit without cluster standard error,
but stata returns "with ivtobit, rivtest requires an assumption of
homoskedasticity (no robust or cluster)" for ivtobit with clustered
standard error. Could you help me with this?

In addition, do you have any ideas about how to use IV in a heckman
two-step model or double hurdle model?

Many thanks!
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index