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st: Binary & continuous endogenous vars


From   Richard Williams <[email protected]>
To   [email protected]
Subject   st: Binary & continuous endogenous vars
Date   Sat, 28 Apr 2007 18:03:24 -0500

I think similar Qs have been asked before, but I haven't been able to find the answers.

X1 and X2 are exogenous and continuous.

X3 and X4 are endogenous and have reciprocal effects on each other.

X3 is a dichotomy, X4 is continuous.

For X3, I can use ivprobit, e.g.

ivprobit x3 x1 (x4 = x1 x2)

But is it legit to use ivreg for X4, e.g. do something like

ivreg x4 x2 (x3 = x1 x2)

I would assume not, but I am not sure what else I can do/ should do.

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam

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