You could always estimate a first-stage probit separately, then predict
the dependent variable from the estimated coefficients (predict y if
e(sample)) and use the predicted variable as an explanatory variable in
your second stage model.
Roger
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Ralph
Bl�thgen
Sent: Thursday, June 21, 2007 2:18 PM
To: [email protected]
Subject: st: Instrumental Variable and Probit
Hi to everyone,
I want to estimate a two-stage model by IV. Unfortunately, my endogenous
variable is a dummy.
Does anybody know how to introduce something like a probit model for the
first-stage-regression into ivreg?
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