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From | John Antonakis <John.Antonakis@unil.ch> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: IV Question: probit model at 1st stage & survival model at 2nd stage |
Date | Fri, 08 Nov 2013 10:53:07 +0100 |
Hi: Actually you are fine using linear probability model:Angrist, J. D. 2001. Estimation of limited dependent variable models with dummy endogenous regressors: Simple strategies for empirical practice. Journal of Business & Economic Statistics, 19(1): 2-16.
If you really want to have a probit first-stage then look at the user-written command -cmp- which correlates the disturbances from the probit and y equations; the latter is needed to have an IV-estimator (Antonakis, J., Bendahan, S., Jacquart, P., & Lalive, R. 2010. On making causal claims: A review and recommendations. The Leadership Quarterly, 21(6): 1086-1120)
Hope this helps. J. __________________________________________ John Antonakis Professor of Organizational Behavior Director, Ph.D. Program in Management Faculty of Business and Economics University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor: The Leadership Quarterly Organizational Research Methods __________________________________________ On 08.11.2013 10:29, honglong wrote: > Dear Statalist, >> I am working on a survival analysis project, and about to use Instrumental Variables. The key independent variable is a binary number, therefore at the 1st stage I have to use a probit or logit model. However, I could not figure out any Stata command that can do a probit model at the 1st stage while a cox model (survival model) at the 2nd stage.
>> Could anyone please help me on this? Thank you very much for your kind help!
> > Best regards, > Long > * > * 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/