From | yi jiang <yistata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: 2sls with two endogenous variables(one is continuous, the other is binary) |
Date | Thu, 3 Mar 2005 13:24:25 -0500 |
hope you guys are not too bored with endogeneity yet. i have a linear model like Y= w q X I believe q (continuous) and w (binary) are both endogenous. and i run a first stage model. i understand from some previous discussion that Wooldridge suggest a model with one binary endogenous variable: . probit w x1-xn z . predict ghat . ivreg y x1-xn (w = ghat) > > where: > > y ==> outcome > > x1-xn ==> exogenous variables > > w ==> endogenous binary variable > > z ==> instrument How do i do this with two endogenous variables? any help is appreciated. thanks! * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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