Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Instrumental variable est


From   "julio art" <julioart@ECONOMISTASUANL.zzn.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Instrumental variable est
Date   Wed, 4 Sep 2002 18:25:41 -0500

Hi!

I have a problem with the instrumental variable estimation. It turns out that there are two endogenous variables in a system, but one of then is a dummy variable, and itís related with the probability of certain event. In normal circumstances, I would estimate this dummy variable by using a probit regression, but because of its endogenous condition, I thought it would be better to estimate the entire system by two-stage least squares. The problem here is just that Iím not sure that using the instrumental variable estimation would be the better solution, because there is a dummy variable involved, and I donít know a command that could merge the probit estimation of one equation and the least square estimation of the another equation of the system. 

Has anybody a recommendation?


Obtenga su E-mail GRATUITO en http://economistasuanl.zzn.com
____________________________________________________________________________________________________________
Para obtener su propio servicio de correo electrůnico basado en la Multimalla, dirŪjase a http://www.zzn.com
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index