Dear users,
I just can't get my head around it.... What is the STATA code to test whether or not my chosen instrument is strong when using a probit model?
Some solutions that I could come up with:
1. In one of the presentation that I could find online, the strength of the instrument was tested by:
regress dependent_var instrument controls, robust
test instrument
based on the obtained F-statistic, the conclusion on the strength of the instrument was derived
Could I do that with a probit model?
probit dependent_var instrument controls, robust
test instrument
and then see what the F-statistic is?
2. I have also tried:
ivprobit dependent variable control variables Year FE Ind FE (endogeneous variable = instrument)
rivtest
This is what I would get, but I find it hard to make sense of it.
Any help and support is very much appreciated as I am loosing faith here...
Best regards,
Olga
I just can't get my head around it.... What is the STATA code to test whether or not my chosen instrument is strong when using a probit model?
Some solutions that I could come up with:
1. In one of the presentation that I could find online, the strength of the instrument was tested by:
regress dependent_var instrument controls, robust
test instrument
based on the obtained F-statistic, the conclusion on the strength of the instrument was derived
Could I do that with a probit model?
probit dependent_var instrument controls, robust
test instrument
and then see what the F-statistic is?
2. I have also tried:
ivprobit dependent variable control variables Year FE Ind FE (endogeneous variable = instrument)
rivtest
This is what I would get, but I find it hard to make sense of it.
Any help and support is very much appreciated as I am loosing faith here...
Best regards,
Olga
