Aleksander,
Subject: st: Endogeneity and ordered data
Date sent: Wed, 13 Apr 2005 15:29:46 +0200
From: "Aleksander Rutkowski" <[email protected]>
To: <[email protected]>
Send reply to: [email protected]
> Hello,
>
> Is GMM (e.g. command ivreg2,
> http://ideas.repec.org/c/boc/bocode/s425401.html) the best estimation
> method if dependent variable is qualitative (ordered data) and there is
> a problem of endogeneity?
It's not the best choice, unless you are willing to assert that the
data are cardinal and not just ordinal.
There is a user-written ivprob that does IV probit, but I'm not aware
of an IV ordered probit. -findit- might turn up something, though.
Hope this helps.
--Mark
>
> Regards,
>
> Aleksander
>
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
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