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Re: st: binary response model, where one regressor is binary andendogenous


From   Guido Heineck <[email protected]>
To   [email protected]
Subject   Re: st: binary response model, where one regressor is binary andendogenous
Date   Wed, 13 Jul 2005 15:35:34 +0200

Hi Hans.

I had a somewhat similar problem a while ago and I got suggestions to have a look at -biprobit-.

Here's my question, just scan the thread:
http://www.stata.com/statalist/archive/2004-12/msg00315.html

Best regards,
Guido

statalist-digest wrote:


----------------------------------------------------------------------

Date: Mon, 11 Jul 2005 11:23:14 +0200
From: "Hans J. Baumgartner" <[email protected]>
Subject: st: binary response model, where one regressor is binary and endogenous

Dear Statalist,

I would like to estimate a binary response model, where one regressor is binary and endogenous. That is,

y1 = 1[d1*z1 + a1*y2 + u1 > 0]
y2 = 1[d2*z v2 > 0].

(see also Wooldridge 2002, p.477-8)

Is there a ready to use maximum likelihood estimator available to approach this problem?

Thanks for any suggestions.
Hans



++++++++++++++++++++++++++++++++
Hans J. Baumgartner
Dept. Public Economics
DIW Berlin
German Institut for Economic Research
phone: +49/30/89789-307
fax : +49/30/89789-114
URL: www.diw.de
www.hansbaumgartner.de
++++++++++++++++++++++++++++++++
--
****************************************************************************

Dr. Guido Heineck
�sterreichisches Institut f�r Familienforschung
- Abteilung f�r Forschung & Entwicklung

Austrian Institute for Family Studies (�IF)
- Department of Research & Development

http://www.oif.ac.at/

e-mail: [email protected]
tel.: +43-1-535 14 54-23
fax: +43-1-535 14 55
address: A-1010 Wien / Vienna, Gonzagagasse 19/8

****************************************************************************
see also: http://www.8ung.at/heineck
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