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


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: binary outcome IV with 2 endogenous variables (binary and continuous)
Date   Sat, 14 Dec 2013 09:30:33 +0100

Hi Dimitriv:

You can use -cmp- (available from ssc) to do this easily:

cmp (y = d1 x2) (d1 = z1 z2 ) (x2 = z1 z2), ind(4 4 1) qui

Best,
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
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http://www.hec.unil.ch/people/jantonakis

Associate Editor:
The Leadership Quarterly
Organizational Research Methods
__________________________________________

On 14.12.2013 01:00, Dimitriy V. Masterov wrote:
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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