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


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV estimation for probit models with binary endogenous variable...?
Date   Fri, 3 Apr 2009 06:34:12 -0400

<>
Antoine said


In the following example, -cmp- and -biprobit- give the same results

/*---------------------------*/
clear
set obs 1000
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)
cmp (y = endog x1 x2) (endog  = z1 z2), ind(4 4)
biprobit (y = endog x1 x2) (endog  = z1 z2)
/*---------------------------*/


If indeed -biprobit- is workable for this kind of model, there ought to be some example of its use in the manual and help file. It would be very useful to receive guidance from StataCorp developers as to whether this is an appropriate use of -biprobit-.


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html



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