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st: AW: endogenous dummy as well as an endogenous outcome


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: endogenous dummy as well as an endogenous outcome
Date   Sun, 28 Feb 2010 14:34:29 +0100

<> 


What does "endogenous outcome" mean? Perhaps you meant to say "binary"? You
may want to look at -ssc d cmp-, which extends Stata`s capabilities in this
area significantly...



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Sascha Steffen
Gesendet: Samstag, 27. Februar 2010 15:44
An: [email protected]
Betreff: st: endogenous dummy as well as an endogenous outcome

Dear all,

 

I try to solve an econometric problem where I have an endogenous dummy as
well as an endogenous outcome. As far as I know, treatreg is only valid as
long as the outcome is continuous. I tried the binary probit model, but I
cannot estimate the model as I always get the error "initial values not
feasible". My sample has > 1 Mio observations but not too many controls (but
most of them are binary). I have two questions: (1) Are there any usual
suspects why this error occurs I can look at and how could I specify a new
vector of starting values; (2) what are other IV options with a binary
outcome? Shall I just use the Wooldridge (2002) method p. 623-625 and ignore
the binary outcome?

Best wishes

Sascha
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