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st: RE: IV Probit

From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   st: RE: IV Probit
Date   Thu, 15 Mar 2012 16:59:26 -0000


-overid-, downloadable from ssc in the usual way, will provide an
overidentification test after estimation by -ivprobit-.


> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of 
> Robert Davidson
> Sent: 15 March 2012 15:19
> To: [email protected]
> Subject: st: IV Probit
> Hello,
> I am trying to estimate an ivprobit model in Stata 11.2.
> I would like to estimate an F-statistic to assess weak 
> instruments and perform other tests to assess the potential 
> endogeneity of the instrument. None of the commands available 
> with ivreg seem to work. I have looked at the help for 
> ivprobit and the post estimation commands and cannot find 
> these things. I imagine these calculations are basic, but I 
> have not used ivprobit before and cannot find guidance online.
> I am estimating a standard ivprobit though the standard 
> errors are clustered by groups.
> Thank you,
> Rob
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