No--hence I said:
"
You will find discussion of constructing Anderson Rubin confidence
regions in http://www.stata.com/meeting/5nasug/wiv.pdf (and its refs).
"
rather than recommending -condivreg-.
Did you try augmenting excluded instruments as I suggested? Did you
do an overID test?
All of this advice was for the linear model, before you revealed you
have a probit; for your setting you may need original simulations.
On Thu, Feb 28, 2008 at 2:56 AM, Danny Cohen-Zada <[email protected]> wrote:
> As you recommended me i came to conclusion that my instruments are weak.
> Therefore, i used condivreg to perform the conditinal likelihood ratio test.
> According to this test the pvalue is 0.000. However, this procedure doesn't
> have a cluster option. Is the conditional ratio test valid (when one have to
> cluster the standard errors)?
>
> Best,
>
> Danny
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