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st: AW: Discrete endogenous variables in 2SLS?


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: Discrete endogenous variables in 2SLS?
Date   Wed, 29 Apr 2009 21:15:28 +0200

<> 

Sounds like a problem for -treatreg- in the cross-sectional context, but I
cannot think of a similar -xt- command straight away...




HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Jeffrey Roberts
Gesendet: Mittwoch, 29. April 2009 19:05
An: [email protected]
Betreff: st: Discrete endogenous variables in 2SLS?

Hi,

Can XTIVREG be used in the case of discrete endogenous variables in some
way?

I have a problem such as:

Y  = f(a,b,c)
a = f(z,b,c)

where 'a' is a dichotomy. For 'z' to be an instrument for 'a' then
there is a co-linearity problem.

Thanks
Jeff
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