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st: ivprob and marginal effects
I would like to estimate a binary response model with an endogenous explanatory variable and obtain the marginal effects of that explanatory variable on various LHS variables. I have found out about the ivprob command and also the statalist posting by Brian Poi on January 26, 2004 about the difficulty to obtain marginal effects. Brian Poi recommends using a simpler two-step probit estimator recommended by Wooldridge (2002, section 15.7.2) for a continuous endogenous explanatory variable. Has anyone used that technique and would have programmed this in Stata? Or would anyone would have some advice as to what I could do to interpret the ivprob coefficients?
Thanks a lot in advance for your help.
My best wishes to you all for this new academic year.
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