Re: st: RE: regression when endogenous regressor continuous?

["Nirina F" <fstata@gmail.com>]

Unfortunately ivprobit doesn't work. It gives me error problem.
I would like to know if there is a way to estimate two equations
($endogvar= $exogvar) (depvar =
$endogvar $exogvar) with one command like biprobit but for continuous variables.
Thanks
Nirina

On 6/27/07, Schaffer, Mark E <M.E.Schaffer@hw.ac.uk> wrote:
> Nirina,
>
> I think your problem can be restated as one where IV estimation gives
> you consistent estimates, so my instinct is the same as Dirk's.
>
> Probably you should take a look at -ivprobit-.  If your main interest is
> the depvar equation, then the -twostep- option should, if I'm not
> mistaken, give you consistent estimates.
>
> Cheers,
> Mark
>
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nirina F
> > Sent: Wednesday, June 27, 2007 11:51 AM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: Re: st: RE: regression when endogenous regressor continuous?
> >
> > Hi,
> > actually No, because I don't have instrumental variables .
> > I would appreciate your help.
> > thanks
> >
> > On 6/27/07, Nachbar, Dirk <Dirk.Nachbar@infores.com> wrote:
> > > You would use the ivreg command.
> > >
> > > -----Original Message-----
> > > From: owner-statalist@hsphsun2.harvard.edu
> > > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nirina F
> > > Sent: 27 June 2007 11:21
> > > To: statalist@hsphsun2.harvard.edu
> > > Subject: st: regression when endogenous regressor continuous?
> > >
> > > Hello all ,
> > >
> > > If my endogenous variable was a binary (1,0) then I would have
> > > estimated the following equation with stata
> > >                        biprobit ($endogvar= $exogvar) (depvar =
> > > $endogvar $exogvar)
> > >
> > > where depvar is my dependent variable which 0 or 1 but Now
> > since the
> > > endogvar is years each individuals smoke (0 or 1 or 2 until
> > 18), how
> > > would I run ($endogvar= $exogvar) (depvar = $endogvar
> > $exogvar) with
> > > STATA.
> > >
> > > Many thanks
> > >
> > > Nirina
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