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st: panel probit-tobit two stage model?


From   Conan Li <conanli12@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: panel probit-tobit two stage model?
Date   Mon, 11 Jun 2012 12:52:38 +0800

Hi Statalist,

I am developing a model to estimate a particular state policy on state
wind installation over 10 years of period. The tentative model for the
wind installation is a tobit as: y1(i,t)=a+by2(i,t)+cx(i,t)+u, where
y1 is the wind installation measured in MW, y2 is a dummy indicating
the existence of the policy and x is a group of control variables. The
policy variable is believed as endogenous because its adoption depends
on some other variables. In this framework, how can I develop a model
that integrates a first-stage probit to estimate the y2, and a
second-stage tobit to estimate the y1?

Here are some of my thoughts for the model:
1. ivtobit? (seemed not applicable if y2 is not continuous)
2. xtprobit->xttobit (how do I get there?)

Thanks for your help!


-- 
Qinghua Li (Conan)
State University of New York-College of Environmental Science and Forestry
MS Candidate in Environmental Studies
qli16@syr.edu
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