Hi there,
I have done my analysis performing “IV-oprobit” using the cmp command with code that looks like this:
cmp (Y = X1 X2 X3) (X1 = Z1 Z2 Z3 Z4 Z5 X2 X3), ind($cmp_oprobit $cmp_cont)
my questions are:
Rian
I have done my analysis performing “IV-oprobit” using the cmp command with code that looks like this:
cmp (Y = X1 X2 X3) (X1 = Z1 Z2 Z3 Z4 Z5 X2 X3), ind($cmp_oprobit $cmp_cont)
my questions are:
- How to check instruments validity under this model?
- And how to conduct endogeneity tests of one or more endogenous regressors?
Rian