-findit probit endogenous- turns up several user-written commands, which
might do what you need.
Rgds,
Daniel
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Fabio Berton
> Sent: Friday, June 13, 2003 5:13 PM
> To: [email protected]
> Subject: st: IV in logit or probit regressions
>
>
> My name is Fabio Berton, from Italy; I want to estimate a
> probit (or logit)
> model using (among others) an endogenous regressor (actually wage),
> according to Richard Blundell's method, which suggests to run
> OLS on the
> endogenous variable and a set of exogenous ones, and then to
> use estimated
> residuals to capture the effect of endogeneity in the non
> linear model; how
> can I do that with Stata? I looked at the new Stata 8 "qvf"
> command: is
> that a good choice? How does that command works (i.e. which
> statistical
> method uses to get the estimates)? Thanks a lot.
> Fabio.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
