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


From   "Nirina F" <fstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: regression when endogenous regressor continuous?
Date   Wed, 27 Jun 2007 14:46:43 -0400

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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