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Re: st: Using Logit with Endogenous variables


From   <laura3548@cox.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Using Logit with Endogenous variables
Date   Mon, 5 Sep 2011 16:25:41 -0400

Nick, I do have the Stata journal article and was just inquiring about additional sources of information on cdsimeq to avoid asking unnecessary questions regarding implementation issues.  

However, I now have a more fundamental question.  If one has a third endogenous variable that is dichotomous (i.e., three endogenous variables, one of which is continuous), is it correct that cdsimeq cannot be used?   Is there an alternative  method that will work in this situation?

Thank you,
Laura

---- Richard Williams <richardwilliams.ndu@gmail.com> wrote: 
> 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
> >*
> >*   For searches and help try:
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> 
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
> 
> *
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*
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