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Re: st: IV-oprobit using the cmp command


From   Benjamin Volland <volland@econ.mpg.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV-oprobit using the cmp command
Date   Thu, 05 Apr 2012 16:53:38 +0200

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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