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st: ivprobit first stage

Subject   st: ivprobit first stage
Date   Fri, 28 Jul 2006 12:58:14 +0200

Dear Statalisters,

I am trying to run an instrumental variables estimation estimation
where the first step is an OLS regression and the second a probit
model. To do so, I am using ivprob in STATA 8.2
(ivprob depva, endog(varlist) iv(varlist) exog(varlist)).

I would like to look at the first stage estimations and doing a test of the validity of instruments I am using. But, when I include the "twostage first" command advised in STATA 9 help in the above sintax

((ivprob depva, endog(varlist) iv(varlist) exog(varlist), twostage first),

I get the following message: "invalid 'twostage' " . As far as the test on instruments validity is concerned, can anyone advise me on how to proceed?

Many thanks


Grazia Santangelo, PhD
FacoltÓ di Scienze Politiche
UniversitÓ degli Studi di Catania
Via Vitt. Emanuele, 8
95131 Catania
Tel. +39.095.7340119
Fax +39.095.7340139

UniversitÓ di Catania - C.E.A.
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