st: Re: instrumental variable panel probit

["Rodrigo A. Alfaro" <raalfaroa@gmail.com>]

see -treatreg-
R.

----- Original Message ----- 
From: "marco stampini" <marco_stampini@yahoo.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, March 12, 2007 12:55 PM
Subject: st: instrumental variable panel probit



> Hello.
>
> I need to estimate the effect of a program on the likelihood to grow a 
> certain kind of crop. As participation in the program is endogenous, I 
> would like to use instrumental variables
>
> ivprobit crop (program=z) x
>
> where x are other household characteristics, and z are instruments.
>
> As I have two points in time, I would like to consider some kind of 
> household effect. I realize I can't use fixed effect, so I could use
> xtprobit, pa
> However, if I understand correctly, this does not allow instrumenting.
>
> Question 1: Does anybody know a way out of this problem?
>
>
> Question 2:
> What if estimated
>
> ivprobit crop2 (delta_program=z) crop1 x1
>
> where variables with suffix 2 refer to the second period, and those with 1 
> to the first period (initial characteristics) and 
> delta_program=program2-program1
>
> I suspect the estimation would be biased, because of the inclusion of the 
> lagged dependent variable... Can anybody confirm?
>
>
> Thank you very  much in advance
> Marco
>
>
>
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