Re: st: IV-oprobit using the cmp command

[Benjamin Volland <volland@econ.mpg.de>]

Hello Peter,

David Roodman, the author of -cmp- (user-written), provides an extensive 
discussion of this command (including statistics and instructions), 
available as working paper on the website of the Center for Global 
Development:
http://www.cgdev.org/files/1421516_file_Roodman_cmp_FINAL.pdf

Best, Ben


On 05/04/2012 16:35, Peter Gambrill wrote:
> I am trying to using Instrumental variables using a probit
> specification. The command I have found is the "cmp" command, I just
> wondered if anyone had experience of using this and could help me with
> this estimation.
>
> My endogenous variable is a measure of gender identity. This is a
> discrete variable that has a scale of 7 to 33.
>
> Gender Identity = constant + instruments + error
>
> The second stage dependant variable is a measure of subjective well
> being on a scale of 1 to 36
>
> Subjective well-being = constant + controls + gender identity + error
>
> Can anyone give some advice on how I might achieve this estimation
> using stata?
>
> Many Thanks
>
> Peter
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