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st: Ivreg2 or ivprobit


From   vikramfinavker <vikramfinavker@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Ivreg2 or ivprobit
Date   Thu, 9 Aug 2012 02:44:53 -0700 (PDT)

Hi All,

I want to run an instrumental variable regression but the problem is that my
dependent variable is continuous and my endogenous variable is binary(0 or
1) and my instruments are continuous. As my endogenous variable is binary I
can't use ivreg2 as in first stage it runs OLS and in my case I want it to
be probit model. So is there any other command which does profit in first
stage and then OLS in second stage?



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