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Re: st: two-stage probit least squares


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: two-stage probit least squares
Date   Wed, 13 Aug 2003 19:38:23 +0100

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 <takagi@usc.edu>
Subject:        	st: two-stage probit least squares
To:             	statalist@hsphsun2.harvard.edu
Send reply to:  	statalist@hsphsun2.harvard.edu

> 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
*
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