Hello,
I am seeking advice about how to run a weak instrument test after estimating an ivprobit model with the vce(cluster clustvar) option. I understand that rivtest does not work if I am using ivprobit with clustered standard errors. Does anyone know of a way to work around this -- i.e. how to run a test with a user generated command or by calculating one myself?
Thank you for your advice.
Joe
I am seeking advice about how to run a weak instrument test after estimating an ivprobit model with the vce(cluster clustvar) option. I understand that rivtest does not work if I am using ivprobit with clustered standard errors. Does anyone know of a way to work around this -- i.e. how to run a test with a user generated command or by calculating one myself?
Thank you for your advice.
Joe
