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Re: st: re: ivregress
From
Andrea Rispoli <[email protected]>
To
[email protected]
Subject
Re: st: re: ivregress
Date
Mon, 9 May 2011 18:51:22 +0200
Thank you!
On Mon, May 9, 2011 at 5:09 PM, Christopher Baum <[email protected]> wrote:
> <>
>
> Andrea said
>
> I am dealing with an endogeneity issue and I was thinking to use
> ivregress. However my "first stage" equation, given the nature of my
> instrumented variable (0/1) has to be a probit or a logit.
> What would be the best way to deal with this issue? Is there a command
> that allows to specify the regression model of each stage?
> Thank you very much in advance!
>
>
> This is a FAQ. There is no problem in using standard 2SLS in the first stage. See slide 50 in
>
> http://repec.org/usug2007/baumUKSUG2007.pdf
>
> Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
>
>
>
>
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