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st: IVPROBIT


From   "Michael T. Heaney" <mtheaney@ufl.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: IVPROBIT
Date   Sat, 10 Sep 2005 22:58:04 -0400 (EDT)

Dear Statalist,

I am trying to estimate a system of equations using IVPROBIT.

It is getting me halfway to where I want to be, but not all the way. Basically, it allows me to have one right-hand-side endogenous variable, but not two.

So, it WILL allow me to estimate the following system:

(1) Y1 = f(Y2, X1, X2, X3)
(2) Y2 = f(X1, X2, X4)

where Y1 is binary and Y2 is continuous.

But it will NOT allow me to estmate:

(1) Y1 = f(Y2, X1, X2, X3)
(2) Y2 = f(Y1, X1, X2, X4)

where Y1 is binary and Y2 is continuous.

Essentially, the inclusion of Y1 in Model (2) prevents Stata from converging.

Suggestions?

Michael

--
Michael T. Heaney, Ph.D.
Assistant Professor
Department of Political Science
University of Florida
234 Anderson Hall
P.O. Box 117325
Gainesville, FL 32611-7325

Office Phone: 352-392-0262, x236
Cell Phone: 202-236-3369
FAX: 352-392-8127
E-mail: mtheaney@ufl.edu
Web: http://plaza.ufl.edu/mtheaney

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