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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

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

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

Date |
Mon, 3 Aug 2009 22:31:25 +0200 |

<> Sorry to say, your suspicion was well founded as -ivprobit- is not designed for binary endogenous variables, as I just learned from the manual. You may want to look at -ssc d cmp- which allows you to emulate the results of -biprobit-, but possibly with more flexibility... HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sun, Yan (IFPRI) Sent: Montag, 3. August 2009 19:54 To: statalist@hsphsun2.harvard.edu Subject: st: Explanation of endogenous binary IV using "biprobit" Thank you, Martin, for your reply. Could you be more specific about what you mean "This sounds more like a problem for -ivprobit"? I think "ivprobit" is for binary dependent variable and continuous endogenous variable and "biprobit" is for binary dependent variable and binary endogenous variable. Am I using the correct command? Thanks. Yan ********************************************* This sounds more like a problem for -ivprobit-, though. Be sure to check it out before you carry on with -biprobit-... HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Sun, Yan (IFPRI) Gesendet: Montag, 3. August 2009 17:45 An: statalist@hsphsun2.harvard.edu Betreff: st: Explanation of endogenous binary IV using "biprobit" 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/ * * 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/

**References**:**st: Explanation of endogenous binary IV using "biprobit"***From:*"Sun, Yan (IFPRI)" <Y.SUN@CGIAR.ORG>

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