st: Two-step Probit after merging

[mmolina@uniroma3.it]

Dear Statalist,

I would like to know, how realiable can be the results of a Probit model
after merging two datasets.

I will try to explain it by using the example of the PDF information:

use http://www.stata-press.com/data/r11/sforce
merge m:1 region using http://www.stata-press.com/data/r11/dollars

Suppose that the two data sets refer to two years (2 and 3). The model
includes a dummy variable (sold=1, not sold=0) and the sales of year 3
depend on the costs of year 2. The model was run as:

ivprobit sold name i.region (sales3 = cost2), twostep

Looking at the ivprobit, timeseries varlists are admited. But in this
case, these variables comes from two different datasets that have been
merged.

Could you please tell me if there is another way to work with this merged
dataset?

Thanks a lot









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