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st: ivprobit with mle question


From   Nalina Varanasi <[email protected]>
To   [email protected]
Subject   st: ivprobit with mle question
Date   Tue, 5 Aug 2008 13:45:29 -0700 (PDT)

Hello,

I am using ivprobit with the default mle option with one endogenous regressor and three instruments. How do I get the joint F-stat of excluded instruments and also test if the instruments are uncorrelated with the error term in the second stage?

Thank you,
Nalina





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