Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
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.
http://www.econstor.eu/dspace/bitstream/10419/23743/1/4-05.pdf
Angrist would have you run linear IV; see e.g.
http://www.mostlyharmlesseconometrics.com
Wooldridge proposes a variety of approaches which respect the
nonlinearity: start with
http://www.stata.com/meeting/snasug08/abstracts.html#wooldridge
But you could also run -ivprobit- with dummies, for another biased
estimator to compare to; see also
http://www.stata.com/statalist/archive/2009-08/msg01593.html
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?
>
*
* 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/