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st: Re: instrumental variable panel probit


From   "Rodrigo A. Alfaro" <raalfaroa@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: instrumental variable panel probit
Date   Mon, 12 Mar 2007 13:43:39 -0400

see -treatreg-
R.

----- Original Message ----- From: "marco stampini" <marco_stampini@yahoo.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, March 12, 2007 12:55 PM
Subject: st: instrumental variable panel probit



Hello.

I need to estimate the effect of a program on the likelihood to grow a certain kind of crop. As participation in the program is endogenous, I would like to use instrumental variables

ivprobit crop (program=z) x

where x are other household characteristics, and z are instruments.

As I have two points in time, I would like to consider some kind of household effect. I realize I can't use fixed effect, so I could use
xtprobit, pa
However, if I understand correctly, this does not allow instrumenting.

Question 1: Does anybody know a way out of this problem?


Question 2:
What if estimated

ivprobit crop2 (delta_program=z) crop1 x1

where variables with suffix 2 refer to the second period, and those with 1 to the first period (initial characteristics) and delta_program=program2-program1

I suspect the estimation would be biased, because of the inclusion of the lagged dependent variable... Can anybody confirm?


Thank you very much in advance
Marco



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