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From |
Phanwin Yokying <yadawe@hotmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Instrumental Variables: discrete endogenous & continuous outcome |

Date |
Mon, 1 Apr 2013 11:49:45 -0400 |

Dear Statalisters, I am running a regression with several binary endogenous variables and a continuous outcome using the IV approach. Y = aX1 + bX2 + c X3+ dX2*X1 +eX2*X3 + controls ,where Y is continuous X1 is discrete exogenous variable (demographic characteristics) X2 is discrete endogenous variable X3 is discrete exogenous variables (e.g demographic characteristics) Y also suffers from selection bias, which implies that Heckman selection bias method might be necessary also. Question1: If I were to run this "by hand," what steps would you suggest I should take? I have taken the following steps: 1. X2 = Z + controls 2. predict ghat 3. ivregress = controls (X2 = ghat) >>>> how do I incorporate the interaction terms and correction bias here? Could you advice? Question 2: ivregress gmm Y controls (X2 X2*X1 = Z Z*X1) >>> would this be the correct way to approach this? how can I take into consideration the selection bias that exists in Y? Your help and advise would be much appreciated. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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