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st: Endogenous right hand side variable
I seem to be having some trouble posting today, so I am going to send this message again. I am sorry if it is a duplicate.
I am estimating a model with a endogenous right-hand side variable that is zero for over half of the observations. Otherwise it is a continuous variable. The dependent variable is continuous. Is there a specific procedure to help control for this situation? I was concerned that using IVREG2 might not be effective as you cannot specify that the endogenous variable should be estimated with a tobit model. It does not appear that there is a canned procedure with a first stage tobit and second stage OLS model.
I appreciate any suggestions that you might have.
Kathleen A. McCullough, PhD
Florida State University
Department of Risk Management/Insurance, Real Estate, & Business Law
Tallahassee, FL 32306-1110
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