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st: Endogenous truncated variable


From   "[iso-8859-1] Jos� Ignacio Ant�n" <[email protected]>
To   [email protected]
Subject   st: Endogenous truncated variable
Date   Fri, 29 Aug 2008 00:12:59 +0200

Dear Stata users,

I want to estimate a model where I have a truncated endogenous variable
(remittances, which is 0 for 90% of households). I want to instrument this
variable (possible two way causality and other problems) and I would like to
know if 2SLS can be appropriate. The dependent variable is continuous.

I think some variations of this question have been posted before, but there
were very different opinions. I will appreciate an answer since it is a
question of a dissertation I must submit in the next days.

Thank you very much,

Jos� Ignacio Ant�n
 

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