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| From | Benjamin Villena Roldan <benjaminvillena@hotmail.com> |
| To | Statalist <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: Weak Instruments in IVPROBIT |
| Date | Tue, 20 Jul 2010 15:11:15 -0400 |
I don't think such a test has been developed in the literature. Probably all weak instruments literature deals with linear models. You should try a linear probility model estimated by 2SLS or LIML Best, Benjamin ---------------------------------------- > Date: Tue, 20 Jul 2010 13:30:30 +0200 > Subject: st: Weak Instruments in IVPROBIT > From: ntirivayi@gmail.com > To: statalist@hsphsun2.harvard.edu > > Dear All > > I would like to know if there is a test for weak instruments for > ivprobit in stata? Kindly advise on the code.. if not an alternate > method to test weak instruments in ivprobit > > > Regards > > Nyasha Tirivayi > Maastricht University > * > * 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/ > > * > * 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/ * * 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/