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st: binary dependent variable

From   "Nirina F" <>
Subject   st: binary dependent variable
Date   Sun, 7 Dec 2008 15:51:07 -0500


I have the following regression: y=ax1+ax2+e
My dependent variable y is a binary choice variable and x1, my
endogenous variable is continuous. x2 represents the rest of my
control variables.

 I would like to use the identification through heteroskedasticity
like in Hogan and Rigobon but I don't know if having y as binary and
therefore having to use LPM or Probit make me having a
heteroskedasticity problem anyway.
Does anyone know where does this heteroskedasticity of Probit come
from? could you indicate anything in the literature?
Thank you,
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