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Re: st: Instrumental Variables


From   "Levy Lee" <chtl@econ.hku.hk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Instrumental Variables
Date   Thu, 7 Oct 2004 20:08:32 +0800

HI,

would you please use probit instead of logit? there is a package called
"ivprob" which may help you

try findit ivprob

regards

Levy Lee

----- Original Message ----- 
From: "Stas Kolenikov" <skolenik@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, October 07, 2004 7:38 PM
Subject: Re: st: Instrumental Variables


> On Thu, 07 Oct 2004 09:13:12 -0300, Rodriguez, Maria Victoria
> <rodriguez_mv@ort.edu.uy> wrote:
> > I have a doubt and I will appreciate anybody`s help.
> >
> > I need to use instrumental variables in a logit model. Is this posible?
> > Is de two.stage least squares method applicable to logit models?
>
> Your best shot would probably be the set of routines James Hardin and
> Ray Carroll developed for generalized linear models with measurement
> error. Type -findit qvf- to download the files.
>
> -- 
> Stas Kolenikov
> http://stas.kolenikov.name
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