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st: joint effect of two endogenous variables in ivprobit


From   xueliansharon <xuelianstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: joint effect of two endogenous variables in ivprobit
Date   Mon, 2 Aug 2010 06:41:59 -0700 (PDT)

Dear all,

I have a probit model with two endogenous variables (y1 and y2), and I want
to estimate this model with IVprobit method, but my instruments don't have
enough independent variation in y1 and y2 and thus the effects of y1 and y2
on the dependent variable can't be isolated, so I want to compute and test
the significance of the joint marginal effect of y1 and y2, i.e. the effect
on dependent variable when both of y1 and y2 increase by 1 unit. Does
anybody know how to realize this idea?


Many thanks,
Sharon
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