HI,
would you please use probit instead of logit? there is a package called
"ivprob" which may help you
try findit ivprob
regards
Levy Lee
----- Original Message -----
From: "Stas Kolenikov" <[email protected]>
To: <[email protected]>
Sent: Thursday, October 07, 2004 7:38 PM
Subject: Re: st: Instrumental Variables
> On Thu, 07 Oct 2004 09:13:12 -0300, Rodriguez, Maria Victoria
> <[email protected]> wrote:
> > I have a doubt and I will appreciate anybody`s help.
> >
> > I need to use instrumental variables in a logit model. Is this posible?
> > Is de two.stage least squares method applicable to logit models?
>
> Your best shot would probably be the set of routines James Hardin and
> Ray Carroll developed for generalized linear models with measurement
> error. Type -findit qvf- to download the files.
>
> --
> Stas Kolenikov
> http://stas.kolenikov.name
> *
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> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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