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Re: st: ivprobit model w/ more than one endogenous variable and IV


From   Sezgin Ayabakan <[email protected]>
To   [email protected]
Subject   Re: st: ivprobit model w/ more than one endogenous variable and IV
Date   Sat, 24 Aug 2013 13:21:08 -0500 (CDT)

Hi Sam,

I also encountered the same problem when I used ivtobit with two endogenous variables (including more than two IVs). It didn't converge either, tried different algorithms etc. didn't converge. I would also appreciate any guidance on this issue.

Thanks,

Sezgin

----- Original Message -----
From: "SAM MCCAW" <[email protected]>
To: [email protected]
Sent: Saturday, August 24, 2013 10:31:49 AM
Subject: st: ivprobit model w/ more than one endogenous variable and IV

Hi All,

I am trying to run an ivprobit with more than one endogenous variable (and
therefore more than one IV) but for some reason when I introduce more than
one IV to my regressions it fails to converge.

I would appreciate it if you could give me some guidance as to how to
proceed when my dependent variable is a (0,1) and I have multiple
endogenous independent variables to iv for.

Thanks a lot.

SAM
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-- 
Sezgin Ayabakan
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