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st: IV with ordered probit?


From   Amanda Murdie <[email protected]>
To   [email protected]
Subject   st: IV with ordered probit?
Date   Fri, 01 Dec 2006 20:01:48 -0500

Dear Stata Listserve,

Greetings. I am working on a project with a ordered dependent variable and a continuous endogenous independent variable with 2 instruments. I would like to run an ordered probit instead of two stage least squares due to the nature of the dependent variable.

Any suggestions on how this is done in STATA? I know there is an ivprobit and ivtobit command. Does anyone have an ivoprobit do-file? Is there anything I could be reading to learn to do this by hand?

I appreciate your help.

Sincerely,

Amanda Murdie Ph.D Student
Emory University

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