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st: re: instrumental variables and probit


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: instrumental variables and probit
Date   Thu, 21 Jun 2007 09:07:06 -0400

Ralph said

I want to estimate a two-stage model by IV. Unfortunately, my endogenous
variable is a dummy.

Does anybody know how to introduce something like a probit model for the
first-stage-regression into ivreg?





This is a FAQ. Please see Mark Schaffer's postings re the feasibility of using standard IV techniques (preferably -ivreg2-) for this problem.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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