Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Ordered probit with instrumental variables and panel data


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Ordered probit with instrumental variables and panel data
Date   Mon, 22 Aug 2011 15:03:35 -0500

On Mon, Aug 22, 2011 at 2:50 PM, Vaidya, Riha <rvaidya@live.unc.edu> wrote:
> 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?

You would need to derive score equations. Then you you can apply
instruments to these score equations. Since the contributions would
probably have to be summed up at the panel level, you would have to
write an evaluator for that.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index