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Re: st: Iv with mprobit/mlogit

Subject   Re: st: Iv with mprobit/mlogit
Date   Fri, 10 Oct 2008 18:37:03 +0200

You may download -cmp- from SSC. 90% of the times it's what you are searching for when endogeneity is the problem.
Some more specific programs exist with multinomial variable at the first stage (-selmlog- and -mtreatnb-: if this is the case, please use -findit- to locate them). Not aware of dedicated programs where the multinomial variable is the dependent one at the second stage.
P.S. I'll NOT receive/read any email but the Digest.

At 02.33 09/10/2008 -0400, "Martorana, Marco F" wrote:
>Hi everybody,
>I need to run a multinomial (logit or probit) with endogenous regressors. Is there any stata command for using instrumental variables with polychotomous dependent variable? 

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