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Re: st: Re: How to deal with missing standard error for ivprobit
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Re: How to deal with missing standard error for ivprobit
Date
Fri, 18 Mar 2011 01:30:47 +0000
You tell us nothing else about these variables. Also, you are chopping
all details that convey sample size. Same advice: simplify your model!
Nick
On Thu, Mar 17, 2011 at 9:43 PM, xueliansharon <[email protected]> wrote:
> The following is the command I used:
>
> ivprobit y x1 x2 (z1 z2 z3 z4 z5= I1 I2 I3 I4 I5 I6 I7 I8 I9 I10), tech(dfp)
> nrtol(1e-5) showtolerance
>
> Here, y is the dependent variable, x1 and x2 are exogenous variables, z1-z5
> are five endogenous variables (each of them is standardized to have mean 0,
> variance 1), I1-I10 are instruments, but all of the instruments (I1-I10) are
> dummy variables.
>
> Then I got the results like:
>
>
> ------------------------------------------------------------------------------
> | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------+----------------------------------------------------------------
> Y |
> z1 | .4000544 .1430333 2.80 0.005 .1197143 .6803945
> z2 | -.0470843 .2059814 -0.23 0.819 -.4508004 .3566317
> z3 | .3759035 .1411249 2.66 0.008 .0993037 .6525032
> z4 | -.4955611 . . . . .
> z5 | -1.05645 .128653 -8.21 0.000 -1.308606 -.8042952
>
> Please note that the standard error for z4 is missing.
> What's more confusing is that when I ask to show the first-stage results,
> the standard errors for I1 and I2 in the equation of z1 (here, I mean the
> first-stage equation with z1 as the dependent variable) are also missing.
>
> I really can't understand why such things happen. Can anybody tell me how to
> deal with such missing standard errors?
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