On Thu, 07 Oct 2004 09:13:12 -0300, Rodriguez, Maria Victoria
<[email protected]> wrote:
> I have a doubt and I will appreciate anybody`s help.
>
> I need to use instrumental variables in a logit model. Is this posible?
> Is de two.stage least squares method applicable to logit models?
Your best shot would probably be the set of routines James Hardin and
Ray Carroll developed for generalized linear models with measurement
error. Type -findit qvf- to download the files.
--
Stas Kolenikov
http://stas.kolenikov.name
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