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RE: st: two-stage probit least squares

From   "Sirois, Maureen" <>
To   <>
Subject   RE: st: two-stage probit least squares
Date   Wed, 13 Aug 2003 15:24:18 -0400

Could I apply ivprob to an ordered probit model.  Perhaps I could use

What I'm trying to do is estimate an order probit model that has a
series of independent variables.  I suspect that there is sample
selection in regard to one variable, which happens to be a dummy
variable.  With this Treatment Effects model, I was hoping to derive the
inverse mills ratio using the simple ordered probit (with the end. Dummy
variable).  Then I think I would use the inverse mills ratio to estimate
a new equation, so that it would be treated has an independent variable
along with the others.

I was thinking that I could manipulate the heck command in some way, but
the e-mail below suggests a possible alternative.  I would greatly
appreciate some suggestions.


Maureen L. Sirois, ABD
Utility Analyst
New Hampshire Public Utilities Commission
8 Old Suncook Rd.
Concord, NH 03301-7319

-----Original Message-----
From: Mark Schaffer [] 
Sent: Wednesday, August 13, 2003 2:38 PM
Subject: 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 <>
Subject:        	st: two-stage probit least squares
Send reply to:

> 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
> *
> *   For searches and help try:
> *
> *
> *

Prof. Mark E. Schaffer
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
*   For searches and help try:

*   For searches and help try:

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