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st: limiting instruments in an ivprobit
From
Andy Ratto <[email protected]>
To
[email protected]
Subject
st: limiting instruments in an ivprobit
Date
Tue, 26 Mar 2013 14:57:21 -0400
Hi,
I am using ivprobit for an instrumental variable analysis. By
default, ivprobit includes all independent variables as instruments.
Here is a post from two years ago that described the issue with
ivprobit and displays the output:
http://stats.stackexchange.com/questions/8082/why-is-stata-automatically-converting-regressors-to-instrumental-variables-in-iv
There was not a solution to that post, and I was wondering if
anything has changed in two years in the options for ivprobit, or if
there are other methods in STATA to perform an instrumental variable
probit which limits which variables are used as instruments.
thanks,
andy
--
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Andy Ratto
(678) 561-7248
[email protected]
=================================================
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