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: [email protected]
[mailto:[email protected]]On Behalf Of Herve STOLOWY
Sent: Thursday, September 02, 2004 10:29 AM
To: [email protected]
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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*
* 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/
