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st: binary response model, where one regressor is binary and endogenous


From   "Hans J. Baumgartner" <[email protected]>
To   [email protected]
Subject   st: binary response model, where one regressor is binary and endogenous
Date   Mon, 11 Jul 2005 11:23:14 +0200

Dear Statalist,

I would like to estimate a binary response model, where one regressor is 
binary and endogenous. That is,

y1 = 1[d1*z1 + a1*y2 + u1 > 0]
y2 = 1[d2*z   v2 > 0].

(see also Wooldridge 2002, p.477-8)

Is there a ready to use maximum likelihood estimator available to approach 
this problem?

Thanks for any suggestions. 

Hans 




++++++++++++++++++++++++++++++++
Hans J. Baumgartner
Dept. Public Economics
DIW Berlin
German Institut for Economic Research
phone: +49/30/89789-307
fax :      +49/30/89789-114
URL: www.diw.de
          www.hansbaumgartner.de
++++++++++++++++++++++++++++++++
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