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RE: st: Instrumental Variable Method and Probit

From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   RE: st: Instrumental Variable Method and Probit
Date   Fri, 21 Jan 2005 17:33:55 -0600

> Allowing for clustering should be possible with -qvf- (see -findit qvf-).
> This does IV for generalized linear models (including probit) and has a
> cluster() option.


In July 2003, I had made similar suggestion of using -qvf- to correct for
endogeneity and Vince Wiggins kindly pointed out to me that IV for
measurement error is different than IV for endogeneity and employing -qvf-
when you have an endogenous regressor will yield inconsistent estimates.


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