Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | pcma@iseg.utl.pt |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: exclusion restriction |
| Date | Sun, 11 Apr 2010 08:50:19 +0200 |
Dear Austin, Thank you very much for your answer.However, that makes it even more difficult, if not impossible, to find an adequate instrument in the database...
Paula Citando Austin Nichols <austinnichols@gmail.com>:
Paula <pcma@iseg.utl.pt>: Yes, you have to tell a compelling story about why we should believe the exclusion restriction, as it is not directly testable. You should also report the diagnostic output from a near-equivalent -ivreg2- specification that corresponds to the linear probability model. On Sat, Apr 10, 2010 at 10:34 AM, <pcma@iseg.utl.pt> wrote:Dear Statalist, I have estimated a bivariate probit using stata biprobit in order to analyse the effect of care by a grandparent (GP) on the mother's probability to work. However, I have not included in the GP equation a variable that is related to GP care but uncorrelated with the error term in the outcome equation, as would be advisable. I do not have many variables to choose from and the only one that seems to come close is the fact that the father of the mother (a grandfather, who is not necessarily the carer) is alive. My doubts are: I) If this variable is related to GP care but uncorrelated with the error term in the outcome equation, do I have to explain the logic of the relation, or is it sufficient that there is a relation? 2) What tests should I make to assess whether it is a good choice? The tests that I've seen suggested are obtainable after IVreg, not after biprobit, I think. I am using Stata version 9.2.* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/