|From||PATGIRI Rajdeep <Rajdeep.PATGIRI@insead.edu>|
|Subject||st: reg3 with Probit|
|Date||Sun, 21 Nov 2004 17:45:44 +0100|
I am trying to run a system of simultaneous equations, but one of the regression equation is a binary dependent variable model, i.e. Probit. Is it possible in any way to incorporate into the "reg3" module of Stata? I am currently generating the predicted probabilities from the probit model first, and then replacing this as dependent variable in the probit model and run a least square. But I think the standard errors in here are not exactly reliable.
Thanks for any input.