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Re: st: re: ivregress

From   John Antonakis <>
Subject   Re: st: re: ivregress
Date   Mon, 09 May 2011 22:14:56 +0200

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Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Associate Editor
The Leadership Quarterly

On 09.05.2011 17:09, Christopher Baum 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

Kit Baum   |   Boston College Economics&  DIW Berlin   |
                               An Introduction to Stata Programming  |
    An Introduction to Modern Econometrics Using Stata  |

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