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Re: st: endogeneity problem


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: endogeneity problem
Date   Tue, 15 Feb 2005 11:00:24 -0500

There's some stuff like -biprobit- and -heckprob- that you might want
to check out, as well as a host of probit IV implementations (I
remember vaguely that there were two or even three of them under the
names like -ivprob- and/or -probitiv- and/or -ivprobit-, and there's
been some discussion on statalist which one is better, but I don't
think I remember what the conclusion was). I would just put this stuff
into -gllamm-.

Note that if you don't have any extra excluded variables/instruments
in your regression for the endogeneous explanatory variable, then the
model is identified only due to non-linearity of the inverse Mills'
ratios, and nobody will buy a model like that for a serious research.


On Mon, 14 Feb 2005 03:00:08 -0800 (PST), bhagirath behera
<bhagirath_b@yahoo.com> wrote:
> Dear all,
> Does anyone have any idea how to solve the endogeneity
> problem in a logit model? I have a explanatory
> variable which is dichotomous and determined by few
> other variables that are also present in the same
> model as explanatory variables.
> Thanks alot.
> Bhagirath
> 
> =====
> Bhagirath Behera
> Center For Development Research (ZEFb)
> Walter-Flex-Str.3,
> 53113, Bonn, Germany
> Phone:  0049- 228- 731728  (office)
> 
> http://www.zef.de
> 
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-- 
Stas Kolenikov
http://stas.kolenikov.name
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