Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: 2SLS and Probit


From   "Stephan Brunow" <[email protected]>
To   <[email protected]>
Subject   st: 2SLS and Probit
Date   Thu, 10 May 2007 09:13:09 +0200

Dear all,

one of our students has the problem to run a simultaneous equation system
(SEM) where the endogenous variables are discrete (0/1-outcomes).
One suggested method to solve that problem is � as usual � 2SLS. To our
knowledge there is no command in STATA doing this so that we have to compute
it on our own. However, as in the continue variable case, the standard
errors have to be corrected.
Does the following procedure of standard error adjustment also applies to
2SLS-probit models?

http://www.stata.com/support/faqs/stat/ivr_faq.html

Many thanks again,

Stephan

---
Stephan Brunow
MSc. in Economics und Diplom-Verkehrswirtschaftler
Professur f�r VWL, insb. Makro�konomik und
Raumwirtschaftslehre/Regionalwissenschaften
Institut f�r Wirtschaft und Verkehr
Fakult�t f�r Verkehrswissenschaften �Friedrich List"
Technische Universit�t Dresden
D-01062 Dresden

 

http://tu-dresden.de/regionalscience 

Phone: ++49-(0)351-463-36806
Fax: ++49-(0)351-463-36819



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index