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From | Kit Baum <baum@bc.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: IV estimation for probit models with binary endogenous variable...? |
Date | Fri, 3 Apr 2009 06:34:12 -0400 |
<> Antoine said
In the following example, -cmp- and -biprobit- give the same results /*---------------------------*/ clear set obs 1000 drawnorm e1 e2, cov(1,0.5\0.5,1) drawnorm x1 x2 z1 z2 g endog=(1+z1+z2+e1>0) g y=(1+endog+x1+x2+e2>0) cmp (y = endog x1 x2) (endog = z1 z2), ind(4 4) biprobit (y = endog x1 x2) (endog = z1 z2) /*---------------------------*/
If indeed -biprobit- is workable for this kind of model, there ought to be some example of its use in the manual and help file. It would be very useful to receive guidance from StataCorp developers as to whether this is an appropriate use of -biprobit-.
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.htmlAn Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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