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st: Ordered probit with instrumental variables and panel data


From   "Vaidya, Riha" <rvaidya@live.unc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Ordered probit with instrumental variables and panel data
Date   Mon, 22 Aug 2011 19:50:20 +0000

Hello everyone,

I would greatly appreciate some help on a problem I'm running into. I am trying to estimate an ordered probit on panel data and I'm also using instrumental variables since I have endogenous regressors. I plan to use the GMM environment for estimation, but the documentation is not very explicit with respect to using a binary or ordered dependent variable with gmm . Is there a way to do this in stata within the GMM environment?

Thanks!

Riha


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