如题,ivregress 2sls insurance transfer (hhwage operate prop=propm hhwagem operatem)> ,r
Instrumental variables 2SLS regression Number of obs = 14,493
Wald chi2(4) = 73.44
Prob > chi2 = 0.0000
R-squared = .
Root MSE = .26854
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| Robust
insurance | Coefficient std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
hhwage | 0.001 0.002 0.53 0.596 -0.002 0.004
operate | 0.532 0.336 1.58 0.114 -0.128 1.191
prop | 0.010 0.007 1.43 0.153 -0.004 0.024
transfer | -0.000 0.001 -0.34 0.737 -0.002 0.002
_cons | 0.003 0.120 0.02 0.983 -0.233 0.238
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Instrumented: hhwage operate prop
Instruments: transfer propm hhwagem operatem
. estat firststage,all forcenonrobust
First-stage regression summary statistics
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| Adjusted Partial Robust
Variable | R-sq. R-sq. R-sq. F(3,14488) Prob > F
-------------+------------------------------------------------------------
hhwage | 0.6064 0.6063 0.6051 214.535 0.0000
operate | 0.8958 0.8958 0.8901 153.359 0.0000
prop | 0.8929 0.8929 0.8871 153.467 0.0000
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Shea's partial R-squared
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| Shea's Shea's
Variable | partial R-sq. adj. partial R-sq.
-------------+------------------------------------
hhwage | 0.0009 0.0007
operate | 0.0032 0.0030
prop | 0.0028 0.0026
--------------------------------------------------
Minimum eigenvalue statistic = 3.85377
Critical Values # of endogenous regressors: 3
H0: Instruments are weak # of excluded instruments: 3
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| 5% 10% 20% 30%
2SLS relative bias | (not available)
-----------------------------------+---------------------------------
| 10% 15% 20% 25%
2SLS size of nominal 5% Wald test | (not available)
LIML size of nominal 5% Wald test | (not available)
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几次更换结果全是not available,我的基准回归使用的是probit模型,因此也尝试用ivprobit进行了检验,但是报错结果显示no endogenous variables; use probit instead
r(498);
求助各位老师,应该如何进一步找工具变量?