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| From | ming li <limingnancy.pku@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: iv test in ivtobit |
| Date | Mon, 18 Jun 2012 01:53:16 +0800 |
Dear statalist, I'm using ivtobit with cluster standard error, do you have any idea about how to conduct weak iv test and overid test in such model? I know -rivtest- can be used for ivtobit without cluster standard error, but stata returns "with ivtobit, rivtest requires an assumption of homoskedasticity (no robust or cluster)" for ivtobit with clustered standard error. Could you help me with this? In addition, do you have any ideas about how to use IV in a heckman two-step model or double hurdle model? Many thanks! * * 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/