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Re: st: ordered probit with dichotomous endogenous variable


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ordered probit with dichotomous endogenous variable
Date   Mon, 6 Jul 2009 10:19:52 -0400

David Klinowski<dklinowski@gmail.com>:
You can use a non-ordered model for ordered discrete variables, but
you lose some efficiency, I think.  In any case, I think you want
-cmp- (ssc d cmp) and perhaps you would like to come see the tutorial
by its author in DC on July 30:
http://www.stata.com/meeting/dcconf09/abstracts.html#roodman

On Mon, Jul 6, 2009 at 10:14 AM, David Klinowski<dklinowski@gmail.com> wrote:
> Dear members of statalist,
> I am trying to estimate and ordered probit model which contains a
> dummy, endogenous independent variable. I have read previous
> discussions on the topic but none seem to apply to my case: if I
> understand correctly, I cannot use ivprobit because my endogenous
> variable is dichotomous (and its instrument is also a discrete
> variable with six possible values), and I cannot use neither mprobit
> nor biprobit because my probit model is ordered. Can anyone help me or
> correct me?
> Thank you,
> David
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