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From |
"Sun, Yan (IFPRI)" <Y.SUN@CGIAR.ORG> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Explanation of endogenous binary IV using "biprobit" |

Date |
Mon, 3 Aug 2009 11:45:01 -0400 |

Hi, I have the following equations Y1=Y2 X1 X2 X3 (1) Y2=X1 X4 X5 (2) Where Y1 is binary dependent variable and Y2 is binary endogenous variable, Xs are exogenous variables. When I run Probit model of equation (1), Y2 is positive significant; but when I run equations (1) and (2) together using biprobit, Y2 is not significant at all (in the 2nd stage), under the wald test of rho: chi2 is very small (with prob very big), which implying rho is not significant and equation (1) and equation (2) is not correlated, although X4 and X5 are significant. What does it mean? Does it mean that Y2 is not endogenous variable and I could use probit model for equation (1)? Does it also mean that Y2 has a significant impact for Y1? Thank you very much. Yan * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: Sensitivity test of treatment effect when there the matrix is not (1x1)***From:*Menale Kassie <menalekassie@yahoo.com>

**st: AW: Explanation of endogenous binary IV using "biprobit"***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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