Bookmark and Share

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


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

Re: st: 2sls with discrete endogenous regressor


From   Megan Stevenson <[email protected]>
To   [email protected]
Subject   Re: st: 2sls with discrete endogenous regressor
Date   Wed, 11 Sep 2013 00:02:55 -0700

David - You are correct that there is no reason to be concerned with
reverse causality here.  However there is a large selection bias
problem, thus the need for an instrument for incarceration.

Austin - I am looking for a non-linear model since the data is heavily
skewed and assuming a linear relationship between the covariates and
the outcome is creating a distortion.  A linear model will of course
be useful as a robustness check.

Does anyone know of a 2sls package with discrete endogenous variables?
 If such a thing doesn't exist I can write the code to calculate the
standard errors myself but it seems like it is a common enough need
that someone would have already built the tool.

Thanks!

On Tue, Sep 10, 2013 at 9:54 PM, Austin Nichols <[email protected]> wrote:
> Megan Stevenson <[email protected]>:
> Start with -ivreg2- (SSC) and a linear model, but see also
> http://www.stata.com/meeting/chicago11/materials/chi11_nichols.pdf
>
> On Tue, Sep 10, 2013 at 5:57 PM, Megan Stevenson
> <[email protected]> wrote:
>> Is anyone familiar with a package that will allow you to do a 2sls
>> regression where both the endogenous dependent variable and the main
>> dependent variable are binary?  I am trying to identify the
>> probability of future arrest on having been incarcerated, with an
>> instrument for incarceration.
> *
> *   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/


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