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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 4 Aug 2009 08:47:34 -0400 |

Sounds like weak IV to me; x4 and x5 may not strongly affect y2. Check with an equivalent linear IV model using -ivreg2- (on SSC). On Mon, Aug 3, 2009 at 4:31 PM, Martin Weiss<martin.weiss1@gmx.de> wrote: > > <> > > 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/

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

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