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st: probit and endogenous duration variable


From   "K R D" <karl.fpdm@lycos.com>
To   statalist@hsphsun2@harvard.edu
Subject   st: probit and endogenous duration variable
Date   Thu, 28 Aug 2003 02:39:12 -0400

(I previously sent this message from my univ account but incoming email is problematic now. Sorry.)

I have the following probit model:

use of violence by actor in a crisis (1,0)= duration of actors involvement in the crisis, contiguity, domestic unrest, democracy, etc, cluster(crisis) robust

observations (n=712) are actors in intl crises, 1918-1994. duration is highly sig and positive in this probit.

i then seek the determinants of duration. i specify violence on the right side of a gamma regression. i test 

streg violence, democracy, domestic unrest, etc, cluster(crisis) robust

violence has a positive impact on duration. 

so i end up with duration increasing chance of violence and violence increasing duration. 

how can i sort this out? seems like standard tests of endogeneity like smith-blundell wont work because of the duration variable.  

thanks in advance, 
Karl

karl.fpdm@lycos.com



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