Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: RES: treatreg model with binary outcomes


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RES: treatreg model with binary outcomes
Date   Tue, 20 Nov 2007 11:24:41 -0500

Henrique Neder <hdneder@ufu.br>:

There is a serious flaw in that two-step logit model--it is not
consistent, and is an example of what Wooldridge (2002) calls the
"forbidden regression" (see section 15.7.3, pp.477-478).  That same
section discusses the MLE for probit with a binary endogenous
variable.

Wooldridge, J.M. 2002. Econometric Analysis of Cross Section and Panel
Data.  Cambridge, MA: MIT Press.

On 11/20/07, Henrique Neder <hdneder@ufu.br> wrote:
> Kim
>
> I do not know if I understand your question well. I think that I had a
> similar problem: This equation is the first stage
> of an estimation by instrumental variables in two stages. I replaced the
> estimate of q obtained through the logit model (2) in place of P variable in
> the logit model (1).
>
> I wonder if this helps you and also on the part of any list member if there
> is any flaw in this econometric method.
>
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index