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Re: st: IVProb


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IVProb
Date   Wed, 13 Oct 2004 15:58:21 +0100

Victoria,

Date sent:      	Wed, 13 Oct 2004 11:52:17 -0300
From:           	"Rodriguez, Maria Victoria" <rodriguez_mv@ort.edu.uy>
To:             	statalist@hsphsun2.harvard.edu
Subject:        	st: IVProb
Send reply to:  	statalist@hsphsun2.harvard.edu

> Sorry to bother you again but I now need to know about the IVProbit.
> 
> I neer to estimate the following model:
> housing (dicotomic) against age, wage, children, married, and female house-hold
> 
> But I have a second ecuation that is: female household (dicotomic) against the
> same independant variables.
> If I estimate female-household and put it in the first ecuation, I get
> inconsistent estimators.
> Does IVProb solve this problem? HOw can I solve it if not?

It doesn't solve it, and it can't be solved with the specification 
you've described, because the first equation isn't identified.  You 
need "exclusion restrictions", i.e., variables that are in the female 
household equation but not in the housing equation.

> HOw does exactly the
> IVProv comand works?

-help ivprob- has a basic description plus recommended further 
reading for more details.

--Mark

> Thank you very much for your help.
> 
> VIctoria
> 
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert

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