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st: ivprobit is adding extra instruments
From
Sarah Alkenbrack <[email protected]>
To
[email protected]
Subject
st: ivprobit is adding extra instruments
Date
Wed, 9 Mar 2011 10:21:03 -0500
Hi Stata users,
I am running -ivprobit- to look at the determinants of enrolment in
health insurance (cbhi). I have several exogenous regressors and one
endogenous regressor (consumption).
I am using wealthindex as an intrumental variable for consumption.
However, when I run the ivprobit model all my exogenous regressors
appear in the "instruments" list. Could someone please
tell me how to prevent this from happening? I am copying the stata
code and results below. I noticed in the archives that others have had
this problem but so far, I have not seen any answers
posted on what might be causing this problem or how to correct it.
Thank you in advance for your help.
Sarah
. # delimit;
delimiter now ;
. ivprobit cbhi age_hhead age2 edu_hh2 edu_hh3 edu_hh4 edu_hh5 mar_hh
hhmem_cat2 hhmem_cat3
> hhhealth_poor hh_chronic hh_diffic risk pregnancy wra any_oldmem j_hh2 j_hh3 j_hh4
> hlthseek_mod campaign qual_percep urban door_to_door chief_mem
> pharm_in_vil drugsel_in_vil hlthcent_in_vil privclin_in_vil young edu_chief num_camp_vill home_collection
> qual2 qual3 size_ln name_hosp1 name_hosp3 name_hosp4 name_hosp5 name_hosp6 (cons_pcm=wealthindex) ;
Fitting exogenous probit model
Iteration 0: log likelihood = -1909.5425
Iteration 1: log likelihood = -1687.946
Iteration 2: log likelihood = -1681.6413
Iteration 3: log likelihood = -1681.6142
Iteration 4: log likelihood = -1681.6142
Fitting full model
Iteration 0: log likelihood = -42769.776
Iteration 1: log likelihood = -42766.676
Iteration 2: log likelihood = -42736.028
Iteration 3: log likelihood = -42734.629
Iteration 4: log likelihood = -42734.269
Iteration 5: log likelihood = -42734.266
Iteration 6: log likelihood = -42734.266
Probit model with endogenous regressors Number of obs = 3000
Wald chi2(42) = 1113.82
Log likelihood = -42734.266 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
cons_pcm | 3.59e-06 2.15e-07 16.68 0.000 3.17e-06 4.01e-06
age_hhead | .0320042 .0129973 2.46 0.014 .00653 .0574784
age2 | -.0001774 .0001228 -1.45 0.148 -.0004181 .0000632
edu_hh2 | .051426 .0879334 0.58 0.559 -.1209203 .2237723
edu_hh3 | -.0075595 .1023748 -0.07 0.941 -.2082106 .1930915
edu_hh4 | -.000683 .1285689 -0.01 0.996 -.2526735 .2513075
edu_hh5 | -.2986249 .1713749 -1.74 0.081 -.6345136 .0372638
mar_hh | -.0539035 .067056 -0.80 0.421 -.1853308 .0775237
hhmem_cat2 | .4222092 .0675468 6.25 0.000 .2898198 .5545985
hhmem_cat3 | .7099401 .0822271 8.63 0.000 .5487778 .8711023
hhhealth_p~r | .1550617 .0699122 2.22 0.027 .0180362 .2920872
hh_chronic | .159681 .0718297 2.22 0.026 .0188973 .3004647
hh_diffic | .2613713 .0741209 3.53 0.000 .116097 .4066456
risk | -.0482252 .0467953 -1.03 0.303 -.1399423 .0434919
pregnancy | .1200344 .1214774 0.99 0.323 -.1180569 .3581257
wra | .1033809 .0289192 3.57 0.000 .0467004 .1600614
any_oldmem | .0792428 .0680778 1.16 0.244 -.0541872 .2126729
j_hh2 | .0512404 .0815692 0.63 0.530 -.1086323 .211113
j_hh3 | -.349126 .0806268 -4.33 0.000 -.5071516 -.1911004
j_hh4 | .1928496 .0843208 2.29 0.022 .0275838 .3581154
hlthseek_mod | -.0359996 .0969011 -0.37 0.710 -.2259223 .153923
campaign | .5068671 .0781293 6.49 0.000 .3537365 .6599977
qual_percep | .1840314 .0514758 3.58 0.000 .0831408 .2849221
urban | -.0999875 .0590944 -1.69 0.091 -.2158103 .0158353
door_to_door | .0564977 .0719369 0.79 0.432 -.084496 .1974914
chief_mem | .0811248 .0599964 1.35 0.176 -.036466 .1987156
pharm_in_vil | .0269211 .0582651 0.46 0.644 -.0872763 .1411185
drugsel_in~l | .0693485 .0586169 1.18 0.237 -.0455385 .1842355
hlthcent_i~l | .0089279 .0823509 0.11 0.914 -.1524769 .1703327
privclin_i~l | -.0547559 .0857815 -0.64 0.523 -.2228846 .1133728
young | .0899074 .0715818 1.26 0.209 -.0503903 .2302051
edu_chief | -.0888131 .0528856 -1.68 0.093 -.1924671 .0148408
num_camp_v~l | .0655667 .0548026 1.20 0.232 -.0418444 .1729779
home_colle~n | .1944581 .0606159 3.21 0.001 .0756531 .3132631
qual2 | -.1778623 .0896638 -1.98 0.047 -.3536001 -.0021245
qual3 | -.2049839 .1081036 -1.90 0.058 -.416863 .0068952
size_ln | -.0059746 .042326 -0.14 0.888 -.0889321 .0769829
name_hosp1 | .1476783 .1168295 1.26 0.206 -.0813032 .3766598
name_hosp3 | .536909 .1350044 3.98 0.000 .2723053 .8015128
name_hosp4 | .4347936 .1069197 4.07 0.000 .2252348 .6443523
name_hosp5 | .228802 .1274495 1.80 0.073 -.0209945 .4785985
name_hosp6 | .9189969 .1301651 7.06 0.000 .6638779 1.174116
_cons | -4.82205 .4438201 -10.86 0.000 -5.691922 -3.952179
-------------+----------------------------------------------------------------
/athrho | -.8556093 .0998439 -8.57 0.000 -1.0513 -.6599188
/lnsigma | 12.27712 .01291 950.98 0.000 12.25181 12.30242
-------------+----------------------------------------------------------------
rho | -.6939885 .0517571 -.7823111 -.5783094
sigma | 214725.5 2772.097 209360.5 220228.1
------------------------------------------------------------------------------
Instrumented: cons_pcm
Instruments: age_hhead age2 edu_hh2 edu_hh3 edu_hh4 edu_hh5 mar_hh
hhmem_cat2 hhmem_cat3 hhhealth_poor hh_chronic hh_diffic risk
pregnancy wra any_oldmem j_hh2 j_hh3 j_hh4 hlthseek_mod
campaign qual_percep urban door_to_door chief_mem
pharm_in_vil drugsel_in_vil hlthcent_in_vil privclin_in_vil
young edu_chief num_camp_vill home_collection qual2 qual3
size_ln name_hosp1 name_hosp3 name_hosp4 name_hosp5
name_hosp6 wealthindex
------------------------------------------------------------------------------
Wald test of exogeneity (/athrho = 0): chi2(1) = 73.44 Prob > chi2 = 0.0000
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