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Re: st: iv analysis with first stage probit
Subject: Re: st: iv analysis with first stage probit
Copies to: Carl.Elliott@UCHSC.edu, Mark Schaffer <M.E.Schaffer@hw.ac.uk>,
Date sent: Tue, 5 Nov 2002 11:10:50 -0500
> Is this also applicable to 3 variable IV system?
No. -treatreg- can handle a 2 equation system in which one equation
has a single LHS endogenous dichotomous regressor, and the second
equation is the probit for that dichotomous variable.
> Do any iv commands
> have options for first stage probits? Thanks.
Not that I'm aware of.
> Mark Schaffer
> <M.E.Schaffer@hw.ac.uk> To:
> Carl.Elliott@UCHSC.edu Sent by:
> cc: Mark Schaffer
> firstname.lastname@example.org Subject:
> Re: st: iv analysis with first stage probit
> 05/19/02 07:09 PM
> Please respond to
> Looks equivalent to a treatment effects model. Try -treatreg-.
> Should do what you want (and then some).
> Quoting Carl.Elliott@UCHSC.edu:
> > I have run the following:
> > ivreg wkcstchg p00age2 race educ gender income comor occupat
> > cidicat
> > (hp1m1gp4 = p00age2 race educ gender income comor occupat
> > cidicat interven),
> > first
> > The output looks reasonable; however, the first stage
> > regression is a linear
> > regression and since the hp1m1gp4 variable is dichotomous I
> > would prefer the
> > first stage regression be a probit. I assume this can be done
> > by running a
> > probit and saving the predicted values to use in a linear
> > regression using
> > regress.
> > Is there another way to do this that is less cumbersome?
> > Thanks for your help.
> > Carl
> > *
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> Prof. Mark Schaffer
> Director, CERT
> Department of Economics, School of Management
> Heriot-Watt University, Edinburgh EH14 4AS
> tel +44-131-451-3494 / fax +44-131-451-3008
> email: email@example.com
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Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3485 CERT administrator
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