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st: Ordered Probit/Logit and instrumental variables


From   meherun@u.washington.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: Ordered Probit/Logit and instrumental variables
Date   Thu, 3 Mar 2005 23:21:49 -0800 (PST)

Hello everybody,
Is it possible to use instruments in a ordered probit model to correct for endogeneity?

I have a dependent variable that takes values 0, 1, 2. My endogenous variables are all dummies and the potential instruments are also dummies.

Any help is appreciated.
Thanks and regards,

Meherun



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