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From |
jean ries <[email protected]> |

To |
[email protected] |

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

Date |
Thu, 09 Dec 2004 12:07:42 +0100 |

Guido,

You should use -biprobit-. I think that -ivprob- is intended to be used with a continuous endogenous regressor (please correct me if I am wrong). A look at Wooldridge (2002), may be useful (section 15.7.3). What he is suggesting looks like -biprobit- to me.

Reference:

Jeffrey M. Wooldridge, Econometric Analysis of Cross Section and Panel Data, MIT Press, 2002.

jean

Guido Heineck wrote:

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

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**Follow-Ups**:**Re: st: IV est. /w binary endogenous and binary dependent var***From:*"Mark Schaffer" <[email protected]>

**References**:**st: IV est. /w binary endogenous and binary dependent var***From:*Guido Heineck <[email protected]>

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