Guido,
It looks legitimate to me. You could also estimate it directly with
ivprob y , endog(w) iv(z) exog(x1-xn)
but what you propose should be more efficient.
Cheers,
Mark
Date sent: Thu, 09 Dec 2004 11:24:20 +0100
From: Guido Heineck <[email protected]>
To: [email protected]
Subject: st: IV est. /w binary endogenous and binary dependent var
Send reply to: [email protected]
> Dear all,
>
> I would appreciate if someone could give me a hint on the following
> problem: I have a binary dependent variable, a set of covariates plus
> a binary endogenous regressor for which I have an instrument.
>
> Adapting a suggestion for a somewhat similar problem
> (http://www.stata.com/statalist/archive/2004-09/msg00339.html), would
> anyone please advise me whether the following would be correct:
>
> probit w x1-xn z
> predict ghat
> ivprob y , endog(w) iv(ghat) exog(x1-xn)
>
> where:
> y ==> binary outcome
> x1-xn ==> exogenous variables
> w ==> endogenous binary variable
> z ==> instrument
>
> I will, of course, also appreciate any other idea on how to deal with
> it.
>
> Thanks,
> Guido
>
>
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
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