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st: biprobit with endogenous binary


From   Marcello Pagano <[email protected]>
To   [email protected]
Subject   st: biprobit with endogenous binary
Date   Fri, 08 Jun 2007 11:19:50 -0400

For Luca Tiberti:


Good Day!
I have a similar system of equations:

y1=x1+x2
y2=y1+x3+x4

where y1 and y2 are both binary variables and, in particular, y1 is in
y2 an endogenous regressor and y2 is the main outcome variable. My
question is whether biprobit is the right command to instrument y1. I
think yes, but I am not sure.

Thank you very much,

Luca
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