Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Binary choice model: Logit using IVs

From   Austin Nichols <>
Subject   Re: st: Binary choice model: Logit using IVs
Date   Tue, 3 Apr 2012 11:06:13 -0400

Rüdiger Vollmeier <>:
See Technical Note p663 [R] gmm.

2012/4/3 Rüdiger Vollmeier <>:
> 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?

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index