我的代码:
dropvars zg phi PHI lambda
sort id year
xi: probit x iv controls i.year i.ind
predict zg,xb
gen phi=normalden(zg)
gen PHI=normal(zg)
gen lambda=phi/PHI
sort id year
xi:probit x iv controls i.year i.ind
est store m1
xi:logit y x LnSize controls lambda i.year i.ind, r cluster(id)
est store m2
报错如下:
outcome does not vary; remember:
0 = negative outcome,
all other nonmissing values = positive outcome
r(2000);