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

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


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.

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


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 (, 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)

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