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Re: st: Using Logit with Endogenous variables


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Using Logit with Endogenous variables
Date   Sun, 21 Aug 2011 11:16:55 -0500

Look up the help for -findit- and -ssc- Those commands let you find and install user-written programs that have been made available to the public. In this specifc case, try

findit cdsimeq

or (more directly)

ssc install cdsimeq, replace

At 09:17 AM 8/21/2011, laura3548@cox.net wrote:
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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Richard Williams, Notre Dame Dept of Sociology
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