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st: several endogenous dummies


From   "Verpoorten, Marijke" <[email protected]>
To   <[email protected]>, <[email protected]>, <[email protected]>
Subject   st: several endogenous dummies
Date   Fri, 25 Aug 2006 21:38:55 +0200

Dear statlisters,

I wonder whether, when having a continuous variable as a dependent variable and several endogenous dummies, it`s better to use the usual 2SLS (ivreg2), instead of instrumenting the dummies non-linearly (as in Wooldridge, 2002, p623-625). Could you help me with this question?

Kind regards,
Marijke 

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