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st: AW: STATA Estimation

 From "Martin Weiss" To Subject st: AW: STATA Estimation Date Tue, 7 Sep 2010 16:31:55 +0200

<>

"1) What estimation method can I use with a continuous outcome variable
& a binary endogenous regressor?"

See -h treatreg- or -ssc d cmp-

HTH
Martin

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Gesendet: Dienstag, 7. September 2010 16:29
An: statalist@hsphsun2.harvard.edu
Betreff: st: STATA Estimation

Hello All,

I have two questions:

1) What estimation method can I use with a continuous outcome variable
& a binary endogenous regressor?

C=b0+b1*B+e; where C: Continuous outcome variable.
B: BINARY ENDOGENOUS regressor.
e: Error term.

2) In a simultaneous equations model (say, 2 equations) (where one
variable in each equation is endogenous in the other equation), can I
estimate each equation with a different estimation method, like say
estimate (equation 1) by IV-Probit and (equation 2) by IV-Tobit. Like

Eq1) C=b0+b1*B+e1; -------Estimate using one method,
----------
where C: Continuous outcome variable.
B: BINARY ENDOGENOUS regressor.
e1: Error term.

B=a0+a1*C+e2; -------Estimate using another method,
--------------
where B: Binary outcome variable.
C: Continuous ENDOGENOUS regressor.
e2: Error term.

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