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Re: st: AW: Discrete endogenous variables in 2SLS?


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Discrete endogenous variables in 2SLS?
Date   Wed, 29 Apr 2009 21:36:00 +0200

Try -findit cmp- (and use it with cluster-robust standard errors).

HTH,
John.
____________________________________________________

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On 29.04.2009 21:15, Martin Weiss wrote:
<>
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: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Jeffrey Roberts
Gesendet: Mittwoch, 29. April 2009 19:05
An: statalist@hsphsun2.harvard.edu
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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