findit cdsimeq
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
On Oct 10, 2006, at 2:33 AM, statalist-digest wrote:
I'd like to know that whether there is any command in stata
allowing me to
conduct a 2SLS regression with the 1st stage being a probit regression
regressing endogenous variable on instruments.
I tried to program the above 2SLS. First do the probit and get the
predict
value and then use the predicted value to replace the endogenous
variable in
the 2nd stage regression. But the problem is that the observation
number of
the two stages are not the same. This is not the case when I use
the command
like 'ivreg'. If I have to write a program to conduct the 2SLS
mentioned
above, how should I do in order to get equal observation in the two
stage
regressions?
*
* 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/
