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st: 2SLS with FE and binary endogenous variable?
I was wondering if it is possible to estimate a model
with a binary endogenous variable and individual fixed
effects. I was thinking that having individual fixed
effects in the second stage would require individual
fixed effects in the first stage (clogit). In other
Y_it = b X_it + c Z_it + a_i + e_it
Z_it = d X_it + f M_it + a_i + e_it
where Z is binary.
Is this possible if Y is continous? If Y is binary?
Any guidance would be greatly appreciated!
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