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st: multinomial probit with endogenous dummy regressor


From   "Eva Hromadkova" <eva.hromadkova@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: multinomial probit with endogenous dummy regressor
Date   Wed, 16 Apr 2008 14:24:02 -0400

Hi,
I want to estimate effect of treatment - dummy variable on the choice
among 5 related alternatives, where treatment itself is choice
variable and therefore endogenous. I tried IV approach to estimate the
effect on the probability of choosing each alternative separately, but
I would like to estimate them together.
Thanks,
Eva
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