ivprobit工具变量回归报错
xi: ivprobit stock_dummy (damage=distance2)$controls1 i.city, twostep first
note: damage omitted because of collinearity
dropping an endogenous variable is not allowed
r(498);
但是分步回归,结果却可以
xi:reg damage distance2 $controls1 i.city,r
predict damage_hat2
xi:probit stock_dummy damage_hat2$controls1 i.city ,r
这是为什么??