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| From | Mariana Spatareanu Manole <mariana35@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: IV probit and non convergence |
| Date | Wed, 13 Oct 2010 22:58:09 -0400 |
Thank you all for your suggestions. And thanks Roger, I ended up buying Angrist/Pischke's book, really useful. On Tue, Oct 12, 2010 at 4:38 PM, Roger Harbord <rmharbord@gmail.com> wrote: > On 12 October 2010 17:21, Mariana Spatareanu Manole <mariana35@gmail.com> wrote: >> >> I am running ivprobit regressions, and I have 4 endogenous continuous >> variables - I can run the regressions with only one endogenous >> variable at a time, but the ivprobit does not converge when I introduce all of them in >> the regression. > <snip> >> Do you have any suggestions what to do in cases like this? > > It may be worth reading Angrist/Pischke's thoughts on multiple > endogenous variables: > <http://www.mostlyharmlesseconometrics.com/2010/02/multiple-endogenous-variables-what-now/> > > Roger. > > -- > Roger Harbord > http://www.epi.bris.ac.uk/staff/rharbord.htm > > * > * 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/