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Re: st: Probit, IV, Multiple Regressors


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: Probit, IV, Multiple Regressors
Date   Tue, 18 Jan 2005 05:34:34 -0000 (GMT)

Jason Hwang wrote:

> I've been looking around in the archives but haven't found what I'm
> looking for. I would very much appreciate your help.
>
> I have a binary dependent variable so I'm trying estimate a probit model.
> I have ten independent variables, *four* of which are possibly endogenous
> so I would like to instrument these. I have panel data and I would like to
> cluster my standard errors if possible.
>
> Now there is an existing procedure, ivprob, but I can only have a single
> endogenous variable it seems.

-whelp biprobit-?

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: [email protected]
Newcastle University  |http://www.ncl.ac.uk/geps

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