st: model with censored dependent variable and binary endogenous variable

[Malgosia Madajewicz <mm1174@columbia.edu>]

Dear list members,

could anyone offer any advice about estimating a model in which the 
dependent variable is censored  and which has a binary endogenous variable? 
The dependent variable takes both positive and negative values, but has a 
mass at 0. I also need to use pweights and estimate clustered standard 
errors (I'm using survey data).

I realize that 2SLS is inconsistent in this case. Is there an existing 
program which will produce a consistent estimator or does anyone have any 
advice about how to write such a program?

Please let me know if more details about the model would be helpful.

Thanks so much for the help,

Malgosia

Assistant Professor of Economics and International Affairs
Columbia University
SIPA
IAB 1304, MC 3323
420 West 118th Street
New York, N.Y. 10027

tel: (212) 854-4311
fax: (212) 854-5765 
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