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Re: st: RE: regression when endogenous regressor continuous?
Actually the error it gives says: matrix should be rank 122, then I
try to reduce the number of iv then it gives me the same error but in
lower rank: matrix should be 117.
What about gmm? is there a one-command for a system of equations?
Thanks again for your reply,
Best,
Nirina
On 6/27/07, Schaffer, Mark E <[email protected]> wrote:
Nirina,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Nirina F
> Sent: 27 June 2007 19:47
> To: [email protected]
> Subject: Re: st: RE: regression when endogenous regressor continuous?
>
> Unfortunately ivprobit doesn't work. It gives me error problem.
Can you explain what you mean by this?
> I would like to know if there is a way to estimate two
> equations ($endogvar= $exogvar) (depvar = $endogvar $exogvar)
> with one command like biprobit but for continuous variables.
I don't think there is either a built-in or readily-available
user-written command that does this in one command.
If you are willing to estimate in two equations, and you don't need a
system estimator, then
oprobit $endogvar $exogvar
ivprobit depvar ($endogvar=$exogvar), twostep
should give you consistent estimates for both equations.
--Mark
> Thanks
> Nirina
>
> On 6/27/07, Schaffer, Mark E <[email protected]> wrote:
> > Nirina,
> >
> > I think your problem can be restated as one where IV
> estimation gives
> > you consistent estimates, so my instinct is the same as Dirk's.
> >
> > Probably you should take a look at -ivprobit-. If your
> main interest
> > is the depvar equation, then the -twostep- option should,
> if I'm not
> > mistaken, give you consistent estimates.
> >
> > Cheers,
> > Mark
> >
> > > -----Original Message-----
> > > From: [email protected]
> > > [mailto:[email protected]] On Behalf
> Of Nirina F
> > > Sent: Wednesday, June 27, 2007 11:51 AM
> > > To: [email protected]
> > > Subject: Re: st: RE: regression when endogenous regressor
> continuous?
> > >
> > > Hi,
> > > actually No, because I don't have instrumental variables .
> > > I would appreciate your help.
> > > thanks
> > >
> > > On 6/27/07, Nachbar, Dirk <[email protected]> wrote:
> > > > You would use the ivreg command.
> > > >
> > > > -----Original Message-----
> > > > From: [email protected]
> > > > [mailto:[email protected]] On Behalf
> Of Nirina
> > > > F
> > > > Sent: 27 June 2007 11:21
> > > > To: [email protected]
> > > > Subject: st: regression when endogenous regressor continuous?
> > > >
> > > > Hello all ,
> > > >
> > > > If my endogenous variable was a binary (1,0) then I would have
> > > > estimated the following equation with stata
> > > > biprobit ($endogvar= $exogvar) (depvar =
> > > > $endogvar $exogvar)
> > > >
> > > > where depvar is my dependent variable which 0 or 1 but Now
> > > since the
> > > > endogvar is years each individuals smoke (0 or 1 or 2 until
> > > 18), how
> > > > would I run ($endogvar= $exogvar) (depvar = $endogvar
> > > $exogvar) with
> > > > STATA.
> > > >
> > > > Many thanks
> > > >
> > > > Nirina
> > > > *
> > > > * 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/
> > > >
> > > > *
> > > > * 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/
> > > >
> > > *
> > > * 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/
> > >
> >
> > *
> > * 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/
> >
> *
> * 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/
>
*
* 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/
*
* 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/