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st: ivprobit

From   Prashanth Mahagaonkar <[email protected]>
To   [email protected]
Subject   st: ivprobit
Date   Wed, 21 May 2008 17:13:57 +0200

I need to perform Anderson-Rubin Wald test of weak instruments, Kleibergen-Paap test of underidentification, Stock-Yogo weak ID test after using IVPROBIT. I understand that the two-step method (based on the minimum chi2 distribution) allows for one such test, but I prefer using the simple ivprobit (which follows a MLE method). can anybody help me regarding this?

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