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st: Re: instrumental variable panel probit

From   "Rodrigo A. Alfaro" <>
To   <>
Subject   st: Re: instrumental variable panel probit
Date   Mon, 12 Mar 2007 13:43:39 -0400

see -treatreg-

----- Original Message ----- From: "marco stampini" <>
To: <>
Sent: Monday, March 12, 2007 12:55 PM
Subject: st: instrumental variable panel probit


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

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