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| From | Roger Harbord <rmharbord@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: IV probit and non convergence |
| Date | Tue, 12 Oct 2010 21:38:20 +0100 |
On 12 October 2010 17:21, Mariana Spatareanu Manole <mariana35@gmail.com> wrote: > > I am running ivprobit regressions, and I have 4 endogenous continuous > variables - I can run the regressions with only one endogenous > variable at a time, but the ivprobit does not converge when I introduce all of them in > the regression. <snip> > Do you have any suggestions what to do in cases like this? It may be worth reading Angrist/Pischke's thoughts on multiple endogenous variables: <http://www.mostlyharmlesseconometrics.com/2010/02/multiple-endogenous-variables-what-now/> Roger. -- Roger Harbord http://www.epi.bris.ac.uk/staff/rharbord.htm * * 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/