st: Re: IVProbit-IVTobit Stata code

[baum <baum@bc.edu>]

Dear Kevin,

You should not have to do any file converting; if you have used a web 
browser to download the files, you have probably introduced some line 
wrapping. As a general rule you should always let Stata do this for you to 
avoid trouble.

Just use Stata's ssc command to download and install the commands, and it 
will take care of any line end conversions, etc. It will work with a proxy 
server if you have firewall issues. On one of my Unix machines, which did 
not have this command installed:

. ssc install ivprob-ivtobit
checking ivprob-ivtobit consistency and verifying not already installed...
installing into /blade/baum/ado/stbplus/...
installation complete.

. which divprob
/blade/baum/ado/stbplus/d/divprob.ado

. use /usr/local/stata/auto
(1978 Automobile Data)


. divprob foreign ,endog(price mpg) iv(weight length turn) 
exog(displacement)

Probit estimates                                        Number of obs = 
74
                                                        chi2(3)      = 
47.78
                                                       Prob > chi2   = 
0.0000
Log likelihood = -21.145623                             Pseudo R2     = 
0.5304

---------------------------------------------------------------------------
---
foreign |      dF/dx   Std. Err.      z    P>|z|     x-bar  [    95% C.I. 
]
---------+-----------------------------------------------------------------
---
  price |   .0000407   .0001958     1.56   0.119   6165.26  -.000343 
.000424
    mpg |   .0052819   .0322204     0.53   0.594   21.2973  -.057869 
.068433
displacement |  -.0012854   .0053856    -0.97   0.333   197.297  -.011841 
.00

> 927
---------+-----------------------------------------------------------------
---
 obs. P |   .2972973
pred. P |   .0121994  (at x-bar)
---------------------------------------------------------------------------
---
   z and P>|z| are the test of the underlying coefficient being 0

.

Thanks
Kit

--On Friday, July 26, 2002 11:02 -0400 Kevin.B.Moore@frb.gov wrote:

> Mr. Baum,
>
> I have a question about one of the Stata modules on the SSC website,
> specifically the IVPROB-IVTOBIT code authored by Joe Harkness.   I was
> able to download all of the .ado and .hlp files quite easily, and
> converted them from Mac files to DOS and Unix files for use on PC and
> Unix Stata 7.  I then put the files in my personal ado directory and
> attempted to use them. The help file for all three commands in the module
> works fine (ivprob, divprob, and ivtobit.hlp), and the ivprob command
> itself works.  However, I cannot get the divprob and ivtobit commands to
> work.  When I attempt to estimate the same model I estimated with ivprob
> using divprob (I just replace the ivprob command with divprob), I get a
> Stata error message "unrecognized command: [invalid command name]
> r(199).  I have tried re-installing the divprob.ado file on both the PC
> and Unix platforms, and have looked at the .ado file for any obvious
> errors, but I can't find any. Any help you could provide on this matter
> would be greatly appreciated.
>
> Thanks,
>
> Kevin Moore
> Federal Reserve Board of Governors
> Mail Stop 153
> Washington, DC 20551
> 202-452-3887
> Kevin.B.Moore@frb.gov

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