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st: question about probit or logit, instrumental variables and panel data
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From |
"Ed Levitas" <[email protected]> |
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To |
<[email protected]> |
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Subject |
st: question about probit or logit, instrumental variables and panel data |
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Date |
Wed, 15 Apr 2009 11:12:51 -0500 |
Dear Statalisters,
We would like to estimate a probit (or logit) model within the panel
data context, but we believe we need to correct for possible
simultaneity bias. Is there a way using STATA to estimate an
instrumental variable regression in the dichotomous outcome / panel data
context? I assume that I cannot use IVPROBIT.
Can one simply instrument possible endogenous predictors in a first
stage, and then use their predicted values in XTLOGIT ?
Thanks in advance
Ed
****************************************
Edward Levitas, PhD
Associate Professor
Sheldon B. Lubar School of Business
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI 53211
ph: (414) 229-6825
fx: (414) 229-6957
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