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Antw: st: dichotomous dependent variable with dichotomousendogenous explanatory variable


From   "Martin Halla" <[email protected]>
To   <[email protected]>
Subject   Antw: st: dichotomous dependent variable with dichotomousendogenous explanatory variable
Date   Thu, 13 Jan 2005 21:45:49 +0100

hello,

I think you are looking for "biprobit"

type: "findit biprobit"

best regards



-------------------------------------------
Martin HALLA 
Department of Economics
Johannes Kepler University Linz
Altenbergerstr. 69
A-4040 Linz, Austria
[email protected] 

Tel.: +43-732-2468-8219
Fax: +43-732-2468-2-8219
http://www.econ.jku.at/
-------------------------------------------


>>> [email protected] 01/13/05 9:22  >>>
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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