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st: 2SLS with oprobit first-stage - obtaining fitted values?


From   Sara Velezmoro <sv330@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: 2SLS with oprobit first-stage - obtaining fitted values?
Date   Tue, 04 Feb 2014 00:02:17 +0100

Hi,

I am trying to instrument an ordinal categorical variable (with five categories) by using oprobit in the first stage of the 2SLS procedure.
When I use the fitted probabilities from this in the second stage I 
obtain uninterpretable coefficient estimates (they add up to 1), so a 
colleague suggested I use fitted values instead.
So my question is: how do I obtain fitted values after oprobit using 
STATA?
(More details: my dependent variable is log(wages), and I am regressing 
this on father's education (which is split into five categories); by 
using fitted probabilities from oprobit in the second stage, the 
coefficient estimates on the dummies add up to 1, which I cannot 
interpret in this context. I am hoping that the solution lies in using 
fitted values instead!)
Many thanks for your help!

Sara
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