Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: ivreg2 for dichotomous dependent variable


From   David Leblang <David.Leblang@colorado.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivreg2 for dichotomous dependent variable
Date   Wed, 12 Apr 2006 06:32:14 -0600

Dear All,
I am working with an instrumental variables model where the dependent
variable of the outcome (second stage) equation is dichotomous.  I have
been using the ivprobit command but my data likely have serially
correlated errors.  To that end I like the options and flexibility of
ivreg2 (with the bw option to deal with serial correlation) and wonder
about the optimality of using that command as a linear probability
model.  I understand that I will have predictions that may range outside
of the (0,1) interval but I am more concerned about the efficiency and
bias of my estimates.  Any thoughts or ideas would be most appreciated.
Thanks,
David Leblang
University of Colorado
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index