Dear Mark Schaffer,
Thank you very much
Filippo Pericoli
--- Mer 24/9/08, Schaffer, Mark E <[email protected]> ha scritto:
> Da: Schaffer, Mark E <[email protected]>
> Oggetto: st: RE: RE: Detect endogeneity in Probit
> A: [email protected]
> Data: Mercoled� 24 settembre 2008, 16:45
> On the first part:
>
> -ivprobit- automatically reports a test of exogeneity (same
> thing as a
> test of endogeneity). Martin's answer also applies to
> the first part -
> you need an instrument in order to run -ivprobit-.
>
> If you want to test the validity (exogeneity) of your
> instruments, and
> the equation is overidentified (#IVs > #endog
> regressors), use -overid-,
> available from ssc-idea in the usual way.
>
> --Mark
>
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On
> Behalf Of
> > Martin Weiss
> > Sent: Wednesday, September 24, 2008 9:36 AM
> > To: [email protected]
> > Subject: st: RE: Detect endogeneity in Probit
> >
> > On the second part: find an instrument and plug it
> into -ivprobit-
> >
> >
> > HTH
> > Martin
> >
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On
> Behalf Of
> > Filippo Pericoli
> > Sent: Wednesday, September 24, 2008 10:31 AM
> > To: [email protected]
> > Subject: st: Detect endogeneity in Probit
> >
> > Dear all,
> > I am estimating a Probit model and I would like to
> know how
> > to test for endogeneity. Moreover, if I find that a
> regressor
> > is endogenous, how can I correct the endogeneity bias
> in
> > Stata (Stata 8)?
> >
> > Best regards,
> > Filippo Pericoli
> >
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>
> --
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