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mauricio1986 / Rchoice

Estimation of LDV with random parameters and binary models with endogeneity and heteroskedasticity
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IVpml summary #2

Open weiweilwl opened 4 months ago

weiweilwl commented 4 months ago

The summary and margins command do not output SE, P value etc. It only shows the coefficients

mauricio1986 commented 4 months ago

Could you provide the example?

weiweilwl commented 4 months ago

I am working with the data in a secure research environment so i can't copy the exacts regression or the output. But the output shows the estimates, whereas for Std.error, p-value I shows inf, 0, 1 for all variables. I am running the ivpml model with a binary dependent a few exogenous variables, 1 endogenous variable and 1 IV.

I am following the example from "Estimating Heteroskedastic and Instrumental Variable Models for Binary Outcome Variables in R" fiml.probit <- ivpml(inlf ~ educ + exper + I(exper^2) + age + kidslt6 + kidsge6 + nwifeinc | huseduc + educ + exper + I(exper^2) + age + kidslt6 + kidsge6, data = mroz) summary(fiml.probit) summary(effect(fiml.probit))

I have run similar models such as IVProbit, IVreg in R where it works fine.