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st: ivprob biprob

From   "Gandelman, Nestor" <[email protected]>
To   [email protected]
Subject   st: ivprob biprob
Date   Wed, 20 Oct 2004 18:31:10 -0300

Hi everybody,

I would like to estimate a probit model of the follwing form
Y1= Y2 X1 X2
where Y2 is an endogenous dummy variable.
Will the ivprob routine help me?

What if I implement a "recursive form" using biprobit
The model I've in mind is:
Y1= Y2 X1 X2
Y2= X2 X3
can this be implemented with: biprob (Y2=X2 X3) (Y1= Y2 X1 X2)?

Alternatively I can estimate a system of ecuations with two probits:
Y1= Y2 X1 X2
Y2= Y1 X2 X3
Does biprobit work well in this case? Any other suggestions?

I appreciate any help on this matters!!


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