Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

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

st: endogenous dummy as well as an endogenous outcome

From   "Sascha Steffen" <>
To   <>
Subject   st: endogenous dummy as well as an endogenous outcome
Date   Sat, 27 Feb 2010 15:44:07 +0100

Dear all,


I try to solve an econometric problem where I have an endogenous dummy as
well as an endogenous outcome. As far as I know, treatreg is only valid as
long as the outcome is continuous. I tried the binary probit model, but I
cannot estimate the model as I always get the error "initial values not
feasible". My sample has > 1 Mio observations but not too many controls (but
most of them are binary). I have two questions: (1) Are there any usual
suspects why this error occurs I can look at and how could I specify a new
vector of starting values; (2) what are other IV options with a binary
outcome? Shall I just use the Wooldridge (2002) method p. 623-625 and ignore
the binary outcome?

Best wishes

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index