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st: two-stage probit least squares


From   emiko takagi <takagi@usc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: two-stage probit least squares
Date   Tue, 12 Aug 2003 15:42:17 -0700

Hi,

I would like to test a model with two binary dependent variables that are correlated with each other.  The ideal approach seems to be 2SLS; however, because of the binary natures of the endogeneous variables, I believe the 2SLS will produce inconsistent results. 
Is it possible to run two-stage probit least squares in STATA?

Emiko Takagi

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