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test of excluded instruments for ivprobit, twostep

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test of excluded instruments for ivprobit, twostep

xueliansharon
Dear all,

Does anyone know how to conduct the test of excluded instruments at the first-stage of "ivprobit,twostep"?

One more question, when I run OLS of endogenous variables on all exogenous variables and instruments and compare the results to the first-stage regression results from "ivporbit, twostep first", why do I get the same coefficients but different standard errors?

Many thanks,
Sharon
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