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st: binary endogenous variable in a binary model


From   Daniel Zerfu <daniel.zerfu@telia.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: binary endogenous variable in a binary model
Date   Mon, 21 Nov 2005 17:22:29 +0300

I want to estimate a binary model with endogenous binary variable using
panel data. I am aware that the usual instrumental variable method would
lead to inconsistent estimates. The ivprobit command would not also
solve the problem even if I treat the data as a pooled one. Is there any
user written sub-routine to handle this?

Regards,

Daniel Zerfu
Department of Economics, Gothenburg University
Sweden
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