It is not clear what you mean by " ...Specifically...". At the end of the
day, what else would you want to -predict-? Take the example from -h
ivprobit- and let the twostep estimator report the first stage with the
-first- option:
************
webuse laborsup, clear
ivprobit fem_work fem_educ kids (other_inc = male_educ), twostep first
************
These first stage results reported at the top of the output can be
replicated by typing
************
reg other_inc male_educ fem_educ kids
************
Use -predict- after this -regress- command to obtain fitted values for the
endogenous regressor.
Martin Weiss
_________________________________________________________________
Diplom-Kaufmann Martin Weiss
Mohlstrasse 36
Room 415
72074 Tuebingen
Germany
Fon: 0049-7071-2978184
Home: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1130
Publications: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1131
SSRN: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=669945
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of wangxin
Sent: Thursday, July 31, 2008 10:02 PM
To: [email protected]
Subject: st: about ivprobit
After using the ivprobit, how can stata report the
predicted value for the first stage? Specifically, the
predicted value for the endogenous variable.
Thanks
Xin
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