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Re: st: IV probit and non convergence
From
Roger Harbord <[email protected]>
To
[email protected]
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 <[email protected]> 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
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