
From  "Rodrigo A. Alfaro" <raalfaroa@gmail.com> 
To  <statalist@hsphsun2.harvard.edu> 
Subject  Re: st: Re: instrumental variable panel probit 
Date  Mon, 12 Mar 2007 16:43:38 0400 
Thanks Rodrigo.
I am sorry but I do not see how treatreg takes care of random (or fixed) effects.
Furthermore, it seems that it requires a continuous variable, while both my dependent and endogenous variables are dummy.
Marco
 Original Message 
From: Rodrigo A. Alfaro <raalfaroa@gmail.com>
To: statalist@hsphsun2.harvard.edu
Sent: Monday, March 12, 2007 1:43:39 PM
Subject: st: Re: instrumental variable panel probit
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=program2program1
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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