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Re: st: xtivlogit, fe or ivclogit - Why not?

From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: xtivlogit, fe or ivclogit - Why not?
Date   Fri, 3 Dec 2010 10:46:39 -0500

There is not even an ivlogit; see e.g.
Angrist would have you run linear IV; see e.g.
Wooldridge proposes a variety of approaches which respect the
nonlinearity: start with
But you could also run -ivprobit- with dummies, for another biased
estimator to compare to; see also

On Fri, Dec 3, 2010 at 10:08 AM,  <[email protected]> wrote:
> Dear StataList,
> 1) Would anyone care to offer a brief explanation of why an instrumental
> variables estimate cannot be made for fixed effects panel data with a
> binary outcome? Stata has no xtivlogit, fe or ivclogit options.
> 2) Do you have any suggestions about how to deal with potential
> endogeneity of a continous independent variable in model of panel data
> with a binary outcome, in which the Hausmann test indicates fixed
> effects estimation?
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