Re: st: re: ivregress

[John Antonakis <John.Antonakis@unil.ch>]

See also:

http://ideas.repec.org/p/nbr/nberte/0248.html

Best,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
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http://www.hec.unil.ch/people/jantonakis

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
>
> 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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