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st: binary endogenous variable with panel data


From   Daniel Zerfu <[email protected]>
To   [email protected]
Subject   st: binary endogenous variable with panel data
Date   Wed, 23 Nov 2005 16:50:07 +0300

Hello there,

Does anybody know how to estimate  a binary model with endogenous binary
variable using  panel data?

I want to estimate a binary model with endogenous binary variable using
panel data. I am aware that the usual instrumental variable method would
lead to inconsistent estimates. The ivprobit command would not also
solve the problem even if I treat the data as a pooled one. Is there any
method to handle this using Stata?

Best,

Daniel
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