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st: binary outcome IV with 2 endogenous variables (binary and continuous)


From   "Dimitriy V. Masterov" <dvmaster@gmail.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: binary outcome IV with 2 endogenous variables (binary and continuous)
Date   Fri, 13 Dec 2013 16:00:43 -0800

What is the best way to estimate a cross-sectional model where

* the outcome y is binary
* endogenous binary covariate d1 with instrument z1
* endogenous continuous covariate x2 with instrument z2

I know 2SLS can handle this with ivregress y (d1 x2 = z1 z2) or reg3,
but I am reluctant to estimate the LPM model. Can this be handled in
the SEM framework with a covariance restriction? Are there other
methods I should consider?

DVM
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