st: re: instrumental variables and probit

[Kit Baum <baum@bc.edu>]

Ralph said

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?





This is a FAQ. Please see Mark Schaffer's postings re the feasibility  
of using standard IV techniques (preferably -ivreg2-) for this problem.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/