st: IV est. /w binary endogenous and binary dependent var

[Guido Heineck <guido.heineck@oif.ac.at>]

Dear all,

I would appreciate if someone could give me a hint on the following 
problem: I have a binary dependent variable, a set of covariates plus a 
binary endogenous regressor for which I have an instrument.

Adapting a suggestion for a somewhat similar problem 
(http://www.stata.com/statalist/archive/2004-09/msg00339.html), would 
anyone please advise me whether the following would be correct:

probit w x1-xn z
predict ghat
ivprob y , endog(w) iv(ghat) exog(x1-xn)

where:
y ==> binary outcome
x1-xn ==> exogenous variables
w ==> endogenous binary variable
z ==> instrument

I will, of course, also appreciate any other idea on how to deal with it.

Thanks,
Guido


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