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

Re: st: binary endogenous var


From   "Jonathan Beck" <beck@wz-berlin.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: binary endogenous var
Date   Fri, 29 Oct 2004 10:11:11 +0200 (CEST)

Laura,

I have no experience with ivprob, but although designed for continuous
regressors maybe you can use it at least to test for exogeneity of a
binary regressor (see Wooldridge, 2002, sections 15.7.2f).

You can account for the endogeneity explicitly by estimating a bivariate
probit model using biprobit (see Wooldridge and Greene, 2003, ch. 21).
Fabbri et al. (2004) argue that this procedure also provides an
appropriate test of exogeneity.

Hope this helps.

Jonathan

References:
Fabbri, Daniele, Chiara Monfardini, and Rosalba Radice, 2004, Testing
exogeneity in the bivariate probit model: Monte Carlo evidence and an
application to health economics, mimeo.
Greene, William H., 2003, Econometric analysis (Prentice Hall: Upper
Saddle River, NJ).
Wooldridge, Jeffrey M., 2002, Econometric Analysis of Cross Section and
Panel Data (MIT Press: Cambridge, MA)).
___________________________________________
Social Science Research Center Berlin (WZB)
Unit MP, CiC
Reichpietschufer 50
D-10785 Berlin
Phone: +49-30-25491-436
Fax: +49-30-25491-444

*
*   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