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st: logit with endogenous binary treatment


From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   st: logit with endogenous binary treatment
Date   Tue, 5 Jun 2007 15:24:57 -0400

Luca Tiberti--
-biprobit- can handle the first case of a binary dep var and
a binary endog var; see
http://www.stata.com/statalist/archive/2007-05/msg00345.html
and I suspect -qvf- (SJ3-4: st0049, st0050, st0051) could also produce
consistent estimates.
You might have to write your own estimator for the second case,
using code from -mlogit- or somesuch in the "second" stage.

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"
I have copied my response to Statalist.

On 6/5/07, [email protected] <[email protected]> wrote:
Dear Dr Nichols,
I am a PhD student at the University of Florence. For my thesis I am
studying the effectiveness of a social policy for children on some
outcomes in South Africa. I had contacted you a month ago for the RDD
(that I left because I have not the proper variables).
I am now writing to you again for a suggestion.
In my model of analysis I have a binary variable as outcome and a
binary
(endogenous) variable as regressor, plus many other explanatory
variables.
My question is which is the best command in Stata that takes into
consideration the characteristics of my model. I looked at the ivprobit
command but, from what I have understood, it seems that the explanatory
endogenous variable is treated as continuous and not binary (it is thus
not the proper command). In addition, in a different model using a
discrete variable as outcome (3 values) and the same dummy endogenous
treatment as before, which command can I use?

Thank you very much for any suggestion and I apologize for taking you
again time,

Best regards,
Luca

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