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Re: st: two-stage probit least squares
-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.
Date sent: Tue, 12 Aug 2003 15:42:17 -0700
From: emiko takagi <email@example.com>
Subject: st: two-stage probit least squares
Send reply to: firstname.lastname@example.org
> 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
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
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