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Re: st: logit model with endogenous


From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: logit model with endogenous
Date   Sun, 23 Mar 2014 20:04:02 -0500

Unclear. Do you mean you tried ivprobit, and it would not run? Or are you saying you don't think ivprobit is appropriate? If the former, show us the code and error messages. If the latter, explain what you have against using probit instead. I think it is rare that some great (or even small) harm would come from running a probit rather than a logit.

I haven't tried it, but i wonder if you could do something like an ivlogit model using -gsem-.

At 06:28 PM 3/23/2014, maggie zhang wrote:
Hi,

I need to run logit model with endogenous covariates. There is only
ivprobit/ivtobit in stata. However, I could not run the probit
regression for my model instead of the logit. What could I do?

Thanks,
Best,/Maggie
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Richard Williams, Notre Dame Dept of Sociology
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