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From | "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: AW: RE: overidentification test and marginal effects after ivprobit |
Date | Thu, 22 Jul 2010 09:41:38 +0100 |
Sharon, > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Martin Weiss > Sent: 22 July 2010 08:08 > To: statalist@hsphsun2.harvard.edu > Subject: st: AW: RE: overidentification test and marginal > effects after ivprobit > > > <> > > Sharon, the FAQ do recommend that you edit the text you are > replying to > (http://www.stata.com/support/faqs/res/statalist.html#others), > but to totally delete it makes it very difficult to put your > contribution in perspective. Maybe quote the core of what you > are replying to above your own text? > > > > HTH > Martin Martin is right (as usual). To speed things up, here is the original exchange plus a comment: > -----Original Message----- > From: Schaffer, Mark E > Sent: 21 July 2010 18:49 > To: 'statalist@hsphsun2.harvard.edu' > Subject: RE: overidentification test and marginal effects > after ivprobit > > Sharon, > > > -----Original Message----- > > From: owner-statalist@hsphsun2.harvard.edu > > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > > xueliansharon > > Sent: 21 July 2010 02:08 > > To: statalist@hsphsun2.harvard.edu > > Subject: st: overidentification test and marginal effects after > > ivprobit > > > > Dear all, > > > > I want to estimate an ivprobit model, and I also want to > conduct the > > overidentification test and want to compute marginal effects after > > estimating the model. Now the problem is if I use > -overid-, I need to > > estimate ivprobit with "twostep" option, but if I use "twostep" > > estimation, mfx command can't be used to compute the > marginal effects > > since option "predict(p)" is not available for twostep estimator of > > ivprobit. So what should I do to do both overidentification > test and > > marginal effects after ivprobit? > > If memory serves, the overid test result for the two-step > estimator carries over to the ML estimator because they use > the same exclusion restrictions. (You might want to double > check this though - don't rely on my memory!) If so, you can > just use the two-step overid test statistic as your > overidentification test for your ML estimation. > > --Mark > > > Any help will be appreciated very much. > > > > Sharon And now the answer to Sharon's question is easier to understand: when I said "the overid test result for the two-step estimator", I meant simply the test statistic that overid reports after ivprobit with the twostep option. --Mark > > > -----Ursprüngliche Nachricht----- > Von: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von > xueliansharon > Gesendet: Donnerstag, 22. Juli 2010 04:47 > An: statalist@hsphsun2.harvard.edu > Betreff: st: RE: overidentification test and marginal effects > after ivprobit > > Hi, Mark, > > Thanks for your response. But I don't understand what " the > two-step overid test statistic" is, could you please > illustrate it more explicitly? > > Many thanks, > Sharon > -- > View this message in context: > http://statalist.1588530.n2.nabble.com/overidentification-test -and-marginal- > effects-after-ivprobit-tp5319208p5323802.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/ > > > * > * 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/ > -- Heriot-Watt University is a Scottish charity registered under charity number SC000278. * * 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/