Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: test of excluded instruments for ivprobit, twostep
From
xueliansharon <[email protected]>
To
[email protected]
Subject
st: test of excluded instruments for ivprobit, twostep
Date
Tue, 20 Jul 2010 10:24:05 -0700 (PDT)
Dear all,
Does anyone know how to conduct the test of excluded instruments at the
first-stage of "ivprobit,twostep"?
One more question, when I run OLS of endogenous variables on all exogenous
variables and instruments and compare the results to the first-stage
regression results from "ivporbit, twostep first", why do I get the same
coefficients but different standard errors?
Many thanks,
Sharon
--
View this message in context: http://statalist.1588530.n2.nabble.com/test-of-excluded-instruments-for-ivprobit-twostep-tp5317619p5317619.html
Sent from the Statalist mailing list archive at Nabble.com.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/