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Re: st: Probit and IV


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: Probit and IV
Date   Fri, 1 Oct 2004 21:55:58 -0400

Formally speaking, -probit- is a maximum likelihood procedure, so you
cannot run 2SLS on it :).

Try -findit probitiv-, it will give you a reference on a downloadalbe package.

Stas

On Sat, 2 Oct 2004 02:11:56 +0100 (BST), Sumanta Mukherjee
<[email protected]> wrote:
> Hi,
> 
> I am a new stata user and therefore not aware of how
> to run some routine regressions.
> 
> I am trying to run a probit where one of the
> regressors is endogenous. I am using an instrument in
> its place. I would like to know how to run a 2SLS on a
> probit. In addition I would like stata to report the
> true marginal coefficients, something that we get by
> using the 'dprobit' command. I would also like to see
> the first stage regression results. But I don't know
> what commands would work.
> 
> Could you guys help me please?
> 
> Sincerely,
> 
> Sumanto
> 
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-- 
Stas Kolenikov
http://stas.kolenikov.name
*
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