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Re: st: re: ivregress


From   Andrea Rispoli <andrea.rspl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: re: ivregress
Date   Wed, 11 May 2011 18:33:41 +0100

Thank you very much

On Mon, May 9, 2011 at 9:14 PM, John Antonakis <John.Antonakis@unil.ch> wrote:
> See also:
>
> http://ideas.repec.org/p/nbr/nberte/0248.html
>
> Best,
> J.
>
> __________________________________________
>
> Prof. John Antonakis
> Faculty of Business and Economics
> Department of Organizational Behavior
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
> Tel ++41 (0)21 692-3438
> Fax ++41 (0)21 692-3305
> http://www.hec.unil.ch/people/jantonakis
>
> Associate Editor
> The Leadership Quarterly
> __________________________________________
>
>
> On 09.05.2011 17:09, Christopher Baum wrote:
>>
>> <>
>>
>> Andrea said
>>
>> I am dealing with an endogeneity issue and I was thinking to use
>> ivregress. However my "first stage" equation, given the nature of my
>> instrumented variable (0/1) has to be a probit or a logit.
>> What would be the best way to deal with this issue? Is there a command
>> that allows to specify the regression model of each stage?
>> Thank you very much in advance!
>>
>>
>> This is a FAQ. There is no problem in using standard 2SLS in the first
>> stage. See slide 50 in
>>
>> http://repec.org/usug2007/baumUKSUG2007.pdf
>>
>> Kit Baum   |   Boston College Economics&  DIW Berlin   |
>> http://ideas.repec.org/e/pba1.html
>>                               An Introduction to Stata Programming  |
>> http://www.stata-press.com/books/isp.html
>>    An Introduction to Modern Econometrics Using Stata  |
>> http://www.stata-press.com/books/imeus.html
>>
>>
>>
>>
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