RE: st: biprobit with partial observability+IV

[ZhangVic <stataquestion@hotmail.com>]

Thank you for your suggestion!
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> Subject: Re: st: biprobit with partial observability+IV
> From: f.belotti@gmail.com
> Date: Tue, 6 Aug 2013 12:00:26 +0200
> To: statalist@hsphsun2.harvard.edu
>
> 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
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