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st: IV in logit or probit regressions


From   Fabio Berton <f.berton@labor-torino.it>
To   statalist@hsphsun2.harvard.edu
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.
Fabio.
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