Hello, I've done an instrumental variable analysis using "ivprobit", because the dependent variable in my research is coded in 0 and 1.
I wonder how to interpret the strength of IV that I used in the equation
Here is my procedure below:
Does the F=1071.14 represents the strength of instrumental variable, which is the same when we use "ivregress" to obtain the result?
In addition, does the adjusted R-square=0.3793 represents the multiple determination coefficient between IV and X?
Or does it have the other statistics about the strength of instrumental vaiable in "ivprobit" syntax
Thank you for your answer in advance!!!
I wonder how to interpret the strength of IV that I used in the equation
Here is my procedure below:
Code:
ivprobit Heart_disease Height (Weight=rs578776_genotype), twostep first Checking reduced-form model... first-stage regression Source | SS df MS Number of obs = 3,509 -------------+---------------------------------- F(2, 3506) = 1071.14 Model | 213791.893 2 106895.947 Prob > F = 0.0000 Residual | 349887.519 3,506 99.7967823 R-squared = 0.3793 -------------+---------------------------------- Adj R-squared = 0.3789 Total | 563679.412 3,508 160.683983 Root MSE = 9.9898 ----------------------------------------------------------------------------------- Weight | Coef. Std. Err. t P>|t| [95% Conf. Interval] ------------------+---------------------------------------------------------------- rs578776_genotype | .3987121 .2926412 1.36 0.173 -.1750522 .9724765 Height | .9997172 .0216051 46.27 0.000 .9573573 1.042077 _cons | -99.16142 3.661257 -27.08 0.000 -106.3398 -91.98301 ----------------------------------------------------------------------------------- Two-step probit with endogenous regressors Number of obs = 3,509 Wald chi2(2) = 2.84 Prob > chi2 = 0.2414 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Weight | .2141107 .2000621 1.07 0.285 -.1780039 .6062253 Height | -.2218302 .2000962 -1.11 0.268 -.6140115 .1703511 _cons | 20.92252 19.74899 1.06 0.289 -17.78478 59.62983 ------------------------------------------------------------------------------ Instrumented: Weight Instruments: Height rs578776_genotype ------------------------------------------------------------------------------ Wald test of exogeneity: chi2(1) = 2.03 Prob > chi2 = 0.1538
In addition, does the adjusted R-square=0.3793 represents the multiple determination coefficient between IV and X?
Or does it have the other statistics about the strength of instrumental vaiable in "ivprobit" syntax
Thank you for your answer in advance!!!
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