Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Two-stage logit regression


From   "Nichols, Austin" <ANichols@ui.urban.org>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Two-stage logit regression
Date   Thu, 2 Sep 2004 14:49:23 -0400

Using the control function approach makes IV logit easier (i.e. save
residuals from first stage, include as regressor in second stage, fix SE).
You might want to check out Wooldridge (2002) _Econometric Analysis of Cross
Section and Panel Data_ (see: 15.7.2 Continuous Endogenous Explanatory
Variables; 15.7.3 A Binary Endogenous Explanatory Variable) from your local
library for details.
Table of Contents at
 http://www.stata.com/bookstore/cspd.html#contents

N.B. The IV estimator in Stata is not technically a two-stage estimator,
though the result is equivalent to 2SLS.

-----Original Message-----
From: Herve STOLOWY [mailto:stolowy@hec.fr]
Sent: Thursday, September 02, 2004 11:29 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
*
*   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/
*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index