st: RE: IV Probit

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Rob,

-overid-, downloadable from ssc in the usual way, will provide an
overidentification test after estimation by -ivprobit-.

Cheers,
Mark 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Robert Davidson
> Sent: 15 March 2012 15:19
> To: statalist@hsphsun2.harvard.edu
> Subject: st: IV Probit
> 
> 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
> *
> *   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 the Sunday Times
Scottish University of the Year 2011-2012

We invite research leaders and ambitious early career
researchers to join us in leading and driving research
in key inter-disciplinary themes. Please see 

    http://www.hw.ac.uk/researchleaders

for further information and how to apply.

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/