Dear Forum Members,
I am using using multiply imputed data of the household finance and consumption survey on Stata 14.0. I have the following challenges and seek your assistance;
1. I run an ivprobit with the command below; "y" the dependent variable is binary.
mi estimate, cmdok esampvaryok: svy: ivprobit y i.x1 i.x2 i.x3 (wth=size expendutils)
With this estimation I do not get the test of exogeneity which comes with the ivprobit command without mi estimate. Is there a way I could get the test with the mi estimate, cmdok esampvaryok: prefix?
2. Also, when I run xtreg2 with the command below;
mi estimate, cmdok esampvaryok: ivreg2 y i.x1 i.x2 i.x3 (wth=size expendutils), first
I do not get the first stage results which contain the instrumental variable(s) diagnostic tests. It only reports the final results. However, when I run without the mi estimate, cmdok esampvaryok: prefix, it reports the first stage results with all the diagnostic tests. Is there a way I could get the diagnostic tests with the mi estimate, cmdok esampvaryok: prefix?
3. When I run the ivprobit model with two (continuous) endogenous variables, the estimations runs for days with still no results till I cancel it.
mi estimate, cmdok esampvaryok: svy: ivprobit y i.x1 i.x2 i.x3 (wth yth=size expendutils epfod utem)
Is there a way I could estimate the ivprobit with multiple endogenous variables on imputed dataset?
Thank you for your assistance
I am using using multiply imputed data of the household finance and consumption survey on Stata 14.0. I have the following challenges and seek your assistance;
1. I run an ivprobit with the command below; "y" the dependent variable is binary.
mi estimate, cmdok esampvaryok: svy: ivprobit y i.x1 i.x2 i.x3 (wth=size expendutils)
With this estimation I do not get the test of exogeneity which comes with the ivprobit command without mi estimate. Is there a way I could get the test with the mi estimate, cmdok esampvaryok: prefix?
2. Also, when I run xtreg2 with the command below;
mi estimate, cmdok esampvaryok: ivreg2 y i.x1 i.x2 i.x3 (wth=size expendutils), first
I do not get the first stage results which contain the instrumental variable(s) diagnostic tests. It only reports the final results. However, when I run without the mi estimate, cmdok esampvaryok: prefix, it reports the first stage results with all the diagnostic tests. Is there a way I could get the diagnostic tests with the mi estimate, cmdok esampvaryok: prefix?
3. When I run the ivprobit model with two (continuous) endogenous variables, the estimations runs for days with still no results till I cancel it.
mi estimate, cmdok esampvaryok: svy: ivprobit y i.x1 i.x2 i.x3 (wth yth=size expendutils epfod utem)
Is there a way I could estimate the ivprobit with multiple endogenous variables on imputed dataset?
Thank you for your assistance
