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st: dichotomous dependent variable with dichotomous endogenous explanatory variable


From   France Priez <[email protected]>
To   [email protected]
Subject   st: dichotomous dependent variable with dichotomous endogenous explanatory variable
Date   Thu, 13 Jan 2005 15:22:18 -0500

I have a model with a dichotomous dependent variable Y and a
dichotomous endogenous explanatory variable X1:
Y =  f( X1, X2, X3...)
X1= f(Y, X2, X3, IV)
I would like to run logit models for both using a two-step strategy
comparable to 2SLS, but apparently it is not the right way to go.
I have looked at different commands in STATA, such as treatreg, sureg,
reg3, but they do not seem to address my problem.
Can anyone tell me what would be an appropriate strategy?
Thank you very much.
France  Priez
PhD candidate
University of North Carolina at Chapel Hill
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