Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: partial observability biprobit + IV ???


From   margherita Comola <margherita.comola@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: partial observability biprobit + IV ???
Date   Sun, 20 Sep 2009 18:44:25 +0200

Hi statalisters,

I need to estimate a model with two probit equations and "partial
observability": i.e. I observe only the product of the two binary
dependent variables.
However, I have a complication: in each equation I have a continuous
endogenous regressor (for which I have instruments available).

How can I correctly estimate this model, mixing partial observability
with ivprobit features? My first guess would be a two-step procedure
where I include in the partial biprobit the fitted values of the
endogenous regressors derived from a first-stage regression. However,
I guess there are additional SSE corrections that I would omit,
proceeding this way.

Anyone has an idea? I have been struggling with this problem for a few
days, any hint would be enormously appreciated.

Best
Margherita

--
Margherita Comola
Paris School of Economics
Email: comola@pse.ens.fr
http://www.pse.ens.fr/comola/index.html
*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index