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st: switching regression when the outcome variable is binary


From   Manuela Deidda <manuelad.deidda@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: switching regression when the outcome variable is binary
Date   Thu, 27 Jun 2013 14:32:18 +0200

Dear statalisters,

I would like to estimate an endogenous switching regression model in
stata where the "y" or outcome

variable is binary. In particular I am interested in evaluating the
effect of an explanatory variable, x , on the outcome variable y, in
two different regimes.


 I was thinking about using the bivariate probit procedure, but I need
something that allows me to estimate the coefficient associated to the
explanatory variable x in the two regimes. Similarly, the ssm ado does
not allow to estimate the coefficient in the two regimes.

 The "movestay" command would be perfect to estimate my model, but it
appears to require a
continuous outcome variable.  Is there a way in stata to estimate an
endogenous switching regression model when the outcome takes a
standard 0/1 binary structure?


Thanks in advance for your help,

best regards,

Manuela
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