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st: probit with two endogenous regressors


From   "DI ADDARIO SABRINA" <SABRINA.DIADDARIO@bancaditalia.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: probit with two endogenous regressors
Date   Fri, 23 Feb 2007 11:54:28 +0100

Hi all, 

I have a probit with two endogenous regressors (x1 and x2), where x1 is
continuous and x2 a dummy variable. As far as I know, IVPROBIT assumes
that the endogenous variable is continuous. Moreover, it seems to me
that it does not allow to have more than one endogenous regressors
unless one uses the twostep option. However, the twostep option does not
allow pweights and the robust or cluster options, which are pretty
important in my estimations. 

Do you know if there is any better command (for my problem) than
IVPROBIT with the twostep option?

Thanks a lot, 
Sabrina


Sabrina Di Addario 
Economic Research Unit - BANK OF ITALY - Sede di Roma - 
Via XX Settembre, 97/e  00187 Rome (Italy) 
* (+39) 06 47 92 34 58 Fax +39 06 47 92 53 51
* E-mail: sabrina.diaddario@bancaditalia.it 

 

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