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st: A follow-up question on the IVPROB/IVTOBIT.


From   Kee-Lee Lee <[email protected]>
To   [email protected]
Subject   st: A follow-up question on the IVPROB/IVTOBIT.
Date   Wed, 31 Jul 2002 04:49:27 -0700 (PDT)

Dear Nick Cox, Antoine Terracol, Joe Harkness and all;

I do not know how to thank you guys for your kind
helps on my question (on IVPROB/IVTOBIT): with your
kind help, installing the ado files worked great.

But, if you don't mind, I would really like to ask you
my follow-up question.

I have been trying to implement the IVPROB procedure
with the following two equations:
Eq1) A1 = A2 + A3 + A4 + A5
Eq2) A2 = A1 + A3 + A6 + A7

Variable A1 is dichotomous and A2 is continuous: some
of A3-A7 are dichotomous and some of A3-A7 are
continuous.

I have run the following STATA command to implement
the IVPROB procedure: ivprob A1, endog(A2) iv(A6 A7)
exog(A3 A4 A5). And, I got the error message saying
that "matrix has missing values".

What does that mean, why did it happen, and how can I
solve it? Is it something about the missing values in
my variables (I have some missing values on A2 and
A3-A7, but not A1) or is it something about the
multicollinearity problem or is it about something
else.

I am quite new with the STATA program and do not know
much about the matrixes.

Any help on my beginner's question would be really
appreciated.

Thanks in advance.
Kee


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