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

st: IV in logit or probit regressions

From   Fabio Berton <>
Subject   st: IV in logit or probit regressions
Date   Fri, 13 Jun 2003 17:13:07 +0200

My name is Fabio Berton, from Italy; I want to estimate a probit (or logit) model using (among others) an endogenous regressor (actually wage), according to Richard Blundell's method, which suggests to run OLS on the endogenous variable and a set of exogenous ones, and then to use estimated residuals to capture the effect of endogeneity in the non linear model; how can I do that with Stata? I looked at the new Stata 8 "qvf" command: is that a good choice? How does that command works (i.e. which statistical method uses to get the estimates)? Thanks a lot.
* For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index