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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 2 Apr 2009 07:40:12 -0400 |

<> Antoine said If you are ready to assume joint normality, then -biprobit- should do the trick: /*------------------------------*/ 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)

Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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/

**Follow-Ups**:**Re: st: IV estimation for probit models with binary endogenous variable...?***From:*Antoine Terracol <Antoine.Terracol@univ-paris1.fr>

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