<>
I do not think that there is a routine at the moment, yet this problem is
very similar (I imagine) to the one that Austin presented in Chicago, July
2008: http://www.stata.com/meeting/snasug08/nichols_gmm.pdf
If you can tweak those moment conditions from poisson to probit, you can
write the thing yourself... Also note the command
-findit ivpois-
HTH
Martin
_______________________
----- Original Message -----
From: "Carlos Soares" <[email protected]>
To: <[email protected]>
Sent: Monday, April 20, 2009 11:54 PM
Subject: st: GMM-estimation of probit models
Dear Statalisters,
Would any of you know of a Stata routine to run GMM-estimation of
probit models with endogenous regressors?
Thanks,
Carlos
*
* 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/
*
* 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/
