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st: RE: Binary & continuous endogenous vars


From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   st: RE: Binary & continuous endogenous vars
Date   Sun, 29 Apr 2007 00:03:20 +0100

Richard,

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of 
> Richard Williams
> Sent: 29 April 2007 00:03
> To: [email protected]
> Subject: st: Binary & continuous endogenous vars
> 
> I think similar Qs have been asked before, but I haven't been 
> able to find the answers.
> X1 and X2 are exogenous and continuous.
> 
> X3 and X4 are endogenous and have reciprocal effects on each other.
> 
> X3 is a dichotomy, X4 is continuous.
> 
> For X3, I can use ivprobit, e.g.
> 
> ivprobit x3 x1 (x4 = x1 x2)
> 
> But is it legit to use ivreg for X4, e.g. do something like
> 
> ivreg x4 x2 (x3 = x1 x2)

Google and ye shall find:

http://www.stata.com/statalist/archive/2004-07/msg00710.html

http://www.stata.com/statalist/archive/2004-09/msg00337.html

http://www.statacorp.com/statalist/archive/2005-07/msg00322.html

http://www.stata.com/statalist/archive/2004-09/msg00339.html

http://www.datasets.org/statalist/archive/2007-04/msg00415.html

Short answer: "yes".

Cheers,
Mark


> I would assume not, but I am not sure what else I can do/ should do.
> 
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  [email protected]
> WWW:    http://www.nd.edu/~rwilliam
> 
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