Actually, you should try -findit ivprob-, because that program reports
correct standard errors; -probitiv- does not.
Cheers,
Mark
Quoting Stas Kolenikov <[email protected]>:
> Formally speaking, -probit- is a maximum likelihood procedure, so
> you
> cannot run 2SLS on it :).
>
> Try -findit probitiv-, it will give you a reference on a
> downloadalbe package.
>
> Stas
>
> On Sat, 2 Oct 2004 02:11:56 +0100 (BST), Sumanta Mukherjee
> <[email protected]> wrote:
> > Hi,
> >
> > I am a new stata user and therefore not aware of how
> > to run some routine regressions.
> >
> > I am trying to run a probit where one of the
> > regressors is endogenous. I am using an instrument in
> > its place. I would like to know how to run a 2SLS on a
> > probit. In addition I would like stata to report the
> > true marginal coefficients, something that we get by
> > using the 'dprobit' command. I would also like to see
> > the first stage regression results. But I don't know
> > what commands would work.
> >
> > Could you guys help me please?
> >
> > Sincerely,
> >
> > Sumanto
> >
> > ___________________________________________________________ALL-NEW
> Yahoo! Messenger - all new features - even more fun!
> http://uk.messenger.yahoo.com
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
>
> --
> Stas Kolenikov
> http://stas.kolenikov.name
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
________________________________________________________________
DISCLAIMER:
This e-mail and any files transmitted with it are confidential
and intended solely for the use of the individual or entity to
whom it is addressed. If you are not the intended recipient
you are prohibited from using any of the information contained
in this e-mail. In such a case, please destroy all copies in
your possession and notify the sender by reply e-mail. Heriot
Watt University does not accept liability or responsibility
for changes made to this e-mail after it was sent, or for
viruses transmitted through this e-mail. Opinions, comments,
conclusions and other information in this e-mail that do not
relate to the official business of Heriot Watt University are
not endorsed by it.
________________________________________________________________
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
