Hello,
I'm estimating two equations, one with a continuous dependent variable and the other with a dichotomous dependent variable. Each of the dependent variables is in part a function of the other and many of the independent variables overlap between the two equations. While there is clear guidance on how to run 2-stage least squares and other methods in Stata to deal with these issues when both dependents are continuous, I have found very little to address this issue when one of the dependents is dichotomous.
The only thing I found was a 2003 article about using two-stage probit that referenced the command "cdsimeq." However, when I tried this, I received an error message that the command didn't exist. I'm using Stata 10.
Any help would be greatly appreciated.
Thank you,
Laura
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