Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Federico Belotti <f.belotti@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: biprobit with partial observability+IV |
| Date | Tue, 6 Aug 2013 12:00:26 +0200 |
I think that you may find useful the Roodman's -cmp- command... Federico Il giorno 06/ago/2013, alle ore 11:43, ZhangVic <stataquestion@hotmail.com> ha scritto: > Hi statalisters, > > I need to run a bivariate probit model with partial observability since I only observe the product of Y1 and Y2 (two binary dependent variable). However, the problem I have now is I have a continuous endogenous regressor in each equation. However, there is no existing command like ivprobit to conduct such biprobit with both IV and partial observability. > > I am thinking to use a two-step procedure manually. Running an OLS (Z=a0+a1X+ controls) to get the predicted of Z (my instrument) first. Then, replace my x in the biprobit with Z_hat. But, I still need to correct the standard errors of my regressors. > > I find an exactly the same question posted in statalist: http://www.stata.com/statalist/archive/2009-09/msg00814.html However, no one answers her. > > Anyone knows how to correct the standard errors in this case? > > Thank you in advance!! > > > Best, > Vic > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/