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Re: st: reg3 with Probit
Quoting PATGIRI Rajdeep <Rajdeep.PATGIRI@insead.edu>:
Omar Keshk's -cdsimeq- sounds like it might do what you want. The
alternative is to estimate equation-by-equation, e.g., -ivprob- for your
endogenous dependent variable and -ivreg- (or -ivreg2-) for the others.
Hope this helps.
> I am trying to run a system of simultaneous equations, but one of the
> regression equation is a binary dependent variable model, i.e.
> Probit. Is it possible in any way to incorporate into the "reg3" module
> of Stata? I am
> currently generating the predicted probabilities from the probit model
> first, and then replacing this as dependent variable in the probit
> model and
> run a least square. But I think the standard errors in here are not
> exactly reliable.
> Thanks for any input.
> Best regards,
Prof. Mark Schaffer
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
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