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st: 2SLS - two censored variables


From   "Vranken, Liesbet" <[email protected]>
To   <[email protected]>
Subject   st: 2SLS - two censored variables
Date   Fri, 2 Jul 2004 12:02:24 +0200

Dear stata-listers,



Could someone give me some guidance on the following estimation issue?� 

I would like to use 2SLS in order to control for endogeneity. The dependent variable of the second stage is censored at zero. Also the endogenous variable that I am instrumenting for is censored at zero. So the first and second stage would be a tobit as both variables are censored at zero.� Is possible to do such IV? If so, how does one do such IV?

Thanks a lot in advance!

Liesbet


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