Emiko,
-ivprob- might do what you want. You can use it to estimate a single-
equation probit in which one or more RHS regressors is endogenous.
You would need to investigate whether it matters if your RHS
endogenous regressor is a 1/0 variable or not.
Hope this helps.
--Mark
Date sent: Tue, 12 Aug 2003 15:42:17 -0700
From: emiko takagi <[email protected]>
Subject: st: two-stage probit least squares
To: [email protected]
Send reply to: [email protected]
> 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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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
