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st: IV probit with dummy endogenous regessors
I have a few basic questions about IV probit.
My model is a probit with dummy endogenous regressors (for every dummy endogenous regressor I have 3 dummy instruments).
Can I use ivprobit, or it can be only used with continuous endogenous regressors?
If I can use ivprobit, should I use the ML default option or the twostep option?
If the right option is twostep, how can I put cluster errors (which seems to be forbidden)?
How can I apply the same IV probit model to panel instead of cross-section data?
Thanks alot for your help, I cannot find the reference paper by Newey(87) and I am quite confused...
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