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| From | Megan Stevenson <m_stevenson@berkeley.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: 2sls with discrete endogenous regressor |
| Date | Wed, 11 Sep 2013 09:15:14 -0700 |
Thanks Austin - biprobit is not what I am looking for since it estimates both equations simultaneously. The Millimet paper looks interesting, I will take a look at that today. On Wed, Sep 11, 2013 at 7:35 AM, Austin Nichols <austinnichols@gmail.com> wrote: > Megan Stevenson <m_stevenson@berkeley.edu>: > Did you follow the link? It describes several models, including the > -biprobit- approach. > See also: > http://www.nber.org/papers/w15539 > http://faculty.smu.edu/millimet/code.html > > On Wed, Sep 11, 2013 at 3:02 AM, Megan Stevenson > <m_stevenson@berkeley.edu> wrote: >> 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 <austinnichols@gmail.com> wrote: >>> Megan Stevenson <m_stevenson@berkeley.edu>: >>> 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 >>> <m_stevenson@berkeley.edu> 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/