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Re: st: ivprobit model w/ more than one endogenous variable and IV
From
SAM MCCAW <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: ivprobit model w/ more than one endogenous variable and IV
Date
Mon, 26 Aug 2013 11:51:33 -0400
Hi,
So just to see if it was the ivprobit command itself or not, I ran a
simple model with one exogenous independent variables and 2 IVs,
without any dummies or clustering. It seems to converge in this case.
Now, I am checking to see if the instrumental variables themselves is
causing the non-convergence. Since I don't know where to start
checking, I am going with the trial and error process to try and
understand. I noticed that in the Statalist many people have similar
problems with the ivprobit but there has not been much response to
this particular topic.
Thanks.
Sabin
On Sat, Aug 24, 2013 at 2:21 PM, Sezgin Ayabakan <[email protected]> wrote:
> Hi Sam,
>
> I also encountered the same problem when I used ivtobit with two endogenous variables (including more than two IVs). It didn't converge either, tried different algorithms etc. didn't converge. I would also appreciate any guidance on this issue.
>
> Thanks,
>
> Sezgin
>
> ----- Original Message -----
> From: "SAM MCCAW" <[email protected]>
> To: [email protected]
> Sent: Saturday, August 24, 2013 10:31:49 AM
> Subject: st: ivprobit model w/ more than one endogenous variable and IV
>
> Hi All,
>
> I am trying to run an ivprobit with more than one endogenous variable (and
> therefore more than one IV) but for some reason when I introduce more than
> one IV to my regressions it fails to converge.
>
> I would appreciate it if you could give me some guidance as to how to
> proceed when my dependent variable is a (0,1) and I have multiple
> endogenous independent variables to iv for.
>
> Thanks a lot.
>
> SAM
> *
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>
> --
> Sezgin Ayabakan
> *
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*
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