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From |
Antoine Terracol <Antoine.Terracol@univ-paris1.fr> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: IV estimation for probit models with binary endogenous variable...? |

Date |
Thu, 02 Apr 2009 12:50:47 +0200 |

/*------------------------------*/ clear set obs 10000 set seed 987654321 drawnorm e1 e2, cov(1,0.5\0.5,1) drawnorm x1 x2 z1 z2 g endog=(1+z1+z2+e1>0) g y=(1+endog+x1+x2+e2>0) probit y endog x1 x2 /*biased*/ biprobit (y= endog x1 x2) (endog=z1 z2) /*------------------------------*/ Antoine F.S.A.Milway@warwick.ac.uk wrote:

Dear All, I have a problem that you may be able to help with? I have a model of the following form: y = a + b1x1 + b2x2 + ... +xn + u Where y = a binary dependent variable (a probit model) X1 is a binary variable with potential reverse causality (endogenous) x2 - xn are exogenous variables. I wondered whether you may use IV for this? and how I would go about this? Would I run for example: probit X1 X2...Xn Z save the predicted values and then put them back into my origional equation? Any help with this matter would be greatly appreciated. Kind Regards Fiona M * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

-- Ce message a ete verifie par MailScanner pour des virus ou des polluriels et rien de suspect n'a ete trouve. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: IV estimation for probit models with binary endogenous variable...?***From:*F.S.A.Milway@warwick.ac.uk

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