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st: Probit dummy endogenous regressor-with interaction term


From   Neeru Chaudhary <[email protected]>
To   [email protected]
Subject   st: Probit dummy endogenous regressor-with interaction term
Date   Thu, 27 Sep 2012 15:11:32 +1000

Hi,

I am trying to run following probit regression:
y = x1 + x2 + x1*x2 + other control variables
where x1 is a dummy endogenous variable and x2 is continuous.

In this case what is the best way to address endogeneity issue?

As far as I know, ivprobit can be used only if the endogenous variable
is continuous.

Many thanks!

Regards,
Ancy
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