st: Logit and Probit

["Gauri Khanna" <gwkhanna@hotmail.com>]

Dear Stata List members,

I have a general question about logit and probit models.

I am currently reading up literature on these two models (Stata manuals and 
Long and Freese, 2006, Regression Model for Categorical Dependent variables 
using Stata) to understand them with the view of deciding which one to 
ultimately use for my analysis that will be drawing on cross sectional data 
(a household survey).

I am stuck on one point and this is hypothetical since I have not run my 
data so far. I notice that a probit model has the -ivprobit- command that 
fits these models with endogenous regressors. However, no such facility 
exists for logit model. This implies that IF I had endogenous regressor 
variables, I am obliged to use Probit?

I am more inclined to use logit (with the -or- option) due to easy 
interpretation of the results.

Sincerely,

Ms. Gauri Khanna
PhD Candidate-Economics
HEI, Geneva

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