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Re: st: biprobit with partial observability+IV


From   Federico Belotti <[email protected]>
To   "[email protected]" <[email protected]>
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 <[email protected]> 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                         
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