Dear all,
I was using ivprobit but it seems there is a problem with the margins command when I want to get average marginal effects. It gives the same value as the coefficient from ivprobit. Also, it takes hours to calculate the AME.
Therefore, I decided to do it manually. In the first stage, I run a linear regression for my instrument, then calculate predict.
In the second stage, I run probit with the predicted values.
I have two questions:
1-) Is this procedure exactly the same with ivprobit command?
2-) I know I need to bootstrap the standard errors for the margins command. But I don't know how to do that. I also have to use sample weights. Please let me know the correct syntax for this.
Could you please advise on me this matter?
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