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st: RE: Re: Endogenous right hand side variable
MPlus is another package that handles censored or truncated endogenous
variables in a multiple equation framework.
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Rodrigo A.
Alfaro
Sent: Tuesday, June 06, 2006 10:44 AM
To: [email protected]
Subject: st: Re: Endogenous right hand side variable
Dear Kathleen,
I don't know if there is procedure in Stata for this model. The model sounds
interesting, maybe there is some code in Gauss, Matlab or R.
An alternative solution if to estimate the entire problem in a joint
framework. You could write down the likelihood for this problem and solve it
using -ml- procedures in Stata. The book of Gould "MLE with Stata" could
help you in this matter.
Rodrigo.
----- Original Message -----
From: "McCullough, Kathleen" <[email protected]>
To: <[email protected]>
Sent: Tuesday, June 06, 2006 9:20 AM
Subject: st: Endogenous right hand side variable
I seem to be having some trouble posting today, so I am going to send this
message again. I am sorry if it is a duplicate.
I am estimating a model with a endogenous right-hand side variable that is
zero for over half of the observations. Otherwise it is a continuous
variable. The dependent variable is continuous. Is there a specific
procedure to help control for this situation? I was concerned that using
IVREG2 might not be effective as you cannot specify that the endogenous
variable should be estimated with a tobit model. It does not appear that
there is a canned procedure with a first stage tobit and second stage OLS
model.
I appreciate any suggestions that you might have.
Regards,
Kathleen
_______________________________________________________________
Kathleen A. McCullough, PhD
Assistant Professor
Florida State University
Department of Risk Management/Insurance, Real Estate, & Business Law
150 RBB
Tallahassee, FL 32306-1110
Phone: 850-644-8358
Fax: 850-644-4077
_______________________________________________________________
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