我用cmp命令做工具变量回归和手动做两阶段回归,前者显著,后者不显著,是啥原因?难道是我的手动两阶段命令有误吗?
cmp命令如下:
cmp (occupdegree = communityD21b ageA1 age2 genderA2 mzA3 eduA6 marriageA14 healthA23 partyA7 leaderA9 certificationA11 citytimeA17 firworktimeA27 empexchangeB1 emptimeB2 familysq workingtime city industryB15a fatherjobG1C1a) (communityD21b = AQ), ind($cmp_oprobit $cmp_probit) tech(dfp) nolr
communityD21b 是内生变量,AQ是工具变量
手动两阶段工具变量回归命令如下:
probit communityD21b ageA1 age2 genderA2 mzA3 eduA6 marriageA14 healthA23 partyA7 leaderA9 certificationA11 citytimeA17 firworktimeA27 empexchangeB1 emptimeB2 familysq workingtime city industryB15a fatherjobG1C1a AQ, vce(robust)
predict a
oprobit occupdegree a ageA1 age2 genderA2 mzA3 eduA6 marriageA14 healthA23 partyA7 leaderA9 certificationA11 citytimeA17 firworktimeA27 empexchangeB1 emptimeB2 familysq workingtime city industryB15a fatherjobG1C1a, vce(robust)