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st: IV probit with dummy endogenous regessors


From   margherita.comola@upf.edu
To   statalist@hsphsun2.harvard.edu
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



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