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st: Instrumental variable est

From   "julio art" <>
Subject   st: Instrumental variable est
Date   Wed, 4 Sep 2002 18:25:41 -0500


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?

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