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st: Binary dep. var, endog rhs and panel data

From   "Guido Heineck" <>
Subject   st: Binary dep. var, endog rhs and panel data
Date   Wed, 26 Oct 2005 22:50:27 +0200 (MEST)

Dear all, 

I wonder whether someone has any suggestions for the problem I currently

I have panel data and would like to estimate a model with a binary dependent
variable. I suspect that a continuous rhs var is endogenous. Having an
instrument for the latter, I could use ivprobit in the cross-sectional

But: Is there any way to use the panel information? Would it, for example,
be appropriate to demean my data to capture the within variation and then
use ivprobit on the demeaned data?

Any help will be appreciated.


Guido Heineck
University of Erlangen-Nuremberg
Department of Economics
Lange Gasse 20
90403 Nuremberg
fon: +49-(0)911-5302-260
fax: +49-(0)911-5302-178

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