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!
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