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st: Re: GMM-estimation of probit models

From   "Martin Weiss" <>
To   <>
Subject   st: Re: GMM-estimation of probit models
Date   Tue, 21 Apr 2009 00:03:31 +0200


I do not think that there is a routine at the moment, yet this problem is very similar (I imagine) to the one that Austin presented in Chicago, July 2008:

If you can tweak those moment conditions from poisson to probit, you can write the thing yourself... Also note the command
-findit ivpois-

----- Original Message ----- From: "Carlos Soares" <>
To: <>
Sent: Monday, April 20, 2009 11:54 PM
Subject: st: GMM-estimation of probit models

Dear Statalisters,

Would any of you know of a Stata routine to run GMM-estimation of
probit models with endogenous regressors?


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