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st: 2SLS with oprobit first-stage - obtaining fitted values?


From   Sara Velezmoro <[email protected]>
To   [email protected]
Subject   st: 2SLS with oprobit first-stage - obtaining fitted values?
Date   Tue, 04 Feb 2014 00:02:17 +0100

Hi,

I am trying to instrument an ordinal categorical variable (with five categories) by using oprobit in the first stage of the 2SLS procedure.

When I use the fitted probabilities from this in the second stage I obtain uninterpretable coefficient estimates (they add up to 1), so a colleague suggested I use fitted values instead.

So my question is: how do I obtain fitted values after oprobit using STATA?

(More details: my dependent variable is log(wages), and I am regressing this on father's education (which is split into five categories); by using fitted probabilities from oprobit in the second stage, the coefficient estimates on the dummies add up to 1, which I cannot interpret in this context. I am hoping that the solution lies in using fitted values instead!)

Many thanks for your help!

Sara
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