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st: Binary choice model: Logit using IVs


From   Rüdiger Vollmeier <[email protected]>
To   [email protected]
Subject   st: Binary choice model: Logit using IVs
Date   Tue, 3 Apr 2012 10:24:21 +0200

Dear statalistusers,

I read former posts stating that there was no (user-written-) command
to estimate a simple binary choice model using Logistic regressions
and instrumental variables (in case of endogenous regressors) (I guess
nobody has come up with such a command since the problems were
discussed (?)).

My problem is as follows: I would like to estimate an Logit regression
using IVs because all the regressions without IVs in my paper do rely
on the logistic distribution of error terms.

1. Hence, I would like to know how you typically conduct a Logit using IVs?
2. Would it be possible to run a 2SLS "by hand" (OLS of endogenous
regressors) and then Logit on the predicted values? (How) would I
correct the standard errors of the parameter estimates in this case?
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