Dear Statalist users,
I have a panel dataset for 15 years and my dependent variable is binary in nature. Given the simultaneity issue, I want to apply an IV probit model.
following https://www.statalist.org/forums/for...ing-panel-data Prof Wooldridge advice on this forum, I use the cluster id option to generate valid inference.
However, using this option hinders me from using two-step estimation and hence I cannot obtain the first stage F statistics that I need to check the validity of my Instrument.
Is there an alternative way of doing IVprobit for a panel that reports first stage regressions diagnostic tests
Related Posts with IVprobit with Cluster option and F test
Post-estimation test of the reg3 commandHi, I have been grappling with -reg3- command which implements 3SLS for a system of equations. Tryi…
Invalid Syntax r(198)Hi everyone, I was wondering if I could get help to figure out the problem with one of my commands.…
Statalist reputation bars under nameUsually very active members on Statalist have orange bars under their name. I noticed some orange ba…
Invalid Syntax r(198)Hi everyone, I was wondering if I could get help to figure out the problem with one of my commands.…
Margins Error - Delta Ordered Probit RegressionHello Statalst, Has anyone experienced an error like this or know what it means? I lagged and diffe…
Subscribe to:
Post Comments (Atom)
0 Response to IVprobit with Cluster option and F test
Post a Comment