Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: IV probit and non convergence
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/