Dear all,
one of our students has the problem to run a simultaneous equation system
(SEM) where the endogenous variables are discrete (0/1-outcomes).
One suggested method to solve that problem is � as usual � 2SLS. To our
knowledge there is no command in STATA doing this so that we have to compute
it on our own. However, as in the continue variable case, the standard
errors have to be corrected.
Does the following procedure of standard error adjustment also applies to
2SLS-probit models?
http://www.stata.com/support/faqs/stat/ivr_faq.html
Many thanks again,
Stephan
---
Stephan Brunow
MSc. in Economics und Diplom-Verkehrswirtschaftler
Professur f�r VWL, insb. Makro�konomik und
Raumwirtschaftslehre/Regionalwissenschaften
Institut f�r Wirtschaft und Verkehr
Fakult�t f�r Verkehrswissenschaften �Friedrich List"
Technische Universit�t Dresden
D-01062 Dresden
http://tu-dresden.de/regionalscience
Phone: ++49-(0)351-463-36806
Fax: ++49-(0)351-463-36819
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