Dear Partha,
thanks for your reply. Could you kindly be more detailed in your reply
because I did not understand very well. Sorry.
Yesterday I visited
http://www.gseis.ucla.edu/courses/ed231c/notes1/biprobit.html
and in the last example the use the biprobit command instrumenting the
endogenous variable. I do not understand the restrictions you were
speaking about.
Thanks a lot,
Luca
>Yes, subject to the usual parametric assumptions and appropriate exclusion
>restrictions.
>
>Cheers,
>
>Partha
>
>
>Marcello Pagano wrote:
>> 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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>
>--
>Partha Deb
>Department of Economics
>Hunter College
>ph: (212) 772-5435
>fax: (212) 772-5398
>http://urban.hunter.cuny.edu/~deb/
>
>Emancipate yourselves from mental slavery
>None but ourselves can free our minds.
> - Bob Marley
>
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