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st: reg3 with Probit


From   PATGIRI Rajdeep <Rajdeep.PATGIRI@insead.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: reg3 with Probit
Date   Sun, 21 Nov 2004 17:45:44 +0100

Title: reg3 with Probit

Hello,

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.

Best regards,
Rajdeep




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