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st: IV Probit
From
Robert Davidson <[email protected]>
To
[email protected]
Subject
st: IV Probit
Date
Thu, 15 Mar 2012 11:19:20 -0400
Hello,
I am trying to estimate an ivprobit model in Stata 11.2.
I would like to estimate an F-statistic to assess weak instruments and
perform other tests to assess the potential endogeneity of the
instrument. None of the commands available with ivreg seem to work. I
have looked at the help for ivprobit and the post estimation commands
and cannot find these things. I imagine these calculations are basic,
but I have not used ivprobit before and cannot find guidance online.
I am estimating a standard ivprobit though the standard errors are
clustered by groups.
Thank you,
Rob
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