I have a model with a dichotomous dependent variable Y and a
dichotomous endogenous explanatory variable X1:
Y = f( X1, X2, X3...)
X1= f(Y, X2, X3, IV)
I would like to run logit models for both using a two-step strategy
comparable to 2SLS, but apparently it is not the right way to go.
I have looked at different commands in STATA, such as treatreg, sureg,
reg3, but they do not seem to address my problem.
Can anyone tell me what would be an appropriate strategy?
Thank you very much.
France Priez
PhD candidate
University of North Carolina at Chapel Hill
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