Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: IV probit with dummy endogenous regessors


From   [email protected]
To   [email protected]
Subject   st: IV probit with dummy endogenous regessors
Date   Thu, 10 May 2007 17:40:20 +0200 (CEST)

Dear Statalister, 

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...

Margherita



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index