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st: RE: 2SLS witht a probit first stage regression
> -----Original Message-----
> From: email@example.com
> [mailto:firstname.lastname@example.org] On Behalf Of Hui Wang
> Sent: 07 October 2006 15:57
> To: email@example.com
> Subject: st: 2SLS witht a probit first stage regression
> Is there any command to allow a 2SLS regression with the
> first stage being a probit regressing endogenous variable on
> instrument variables?
-treatreg- is what you are looking for.
Prof. Mark Schaffer
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
> I also tried to program 2SLS in stata by myself (get the
> predict value in the first stage and replace the endogenous
> variable with the predicted value in the second stage). The
> problem is that the observation number is not the same in the
> 2 stages, not like what I observe when using 'ivreg' with
> ',first' option. The IV estimation is also different. How
> should I adjust the programming to get the same observation
> number in the 2 stages?
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