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From   "Michael T. Heaney" <>
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.



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

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