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st: RE: Two-stage logit regression


From   "Gustavo Sanchez" <gsanchez@stata.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Two-stage logit regression
Date   Thu, 2 Sep 2004 13:16:27 -0500

Herve,

There is no Stata command that allows to fit logit with instrumental
variables.

There is a user-written command -ivprob- that allows estimation of probit
models with instrumental variables

Type "findit probit instrumental variables" to locate it.

Gustavo

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Herve STOLOWY
Sent: Thursday, September 02, 2004 10:29 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Two-stage logit regression


Dear All:

I would like to perform a two-stage logit (or logistic) (and not
least-squares) regression.

Do you know if there is in Stata an equivalent to the ivreg procedure?

Thanks a lot.

Herve Stolowy
Dept of Accounting and Management Control
HEC Paris
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