Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: regression when endogenous regressor continuous?


From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: regression when endogenous regressor continuous?
Date   Wed, 27 Jun 2007 20:34:54 +0100

Nirina,

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of Nirina F
> Sent: 27 June 2007 19:47
> To: [email protected]
> Subject: Re: st: RE: regression when endogenous regressor continuous?
> 
> Unfortunately ivprobit doesn't work. It gives me error problem.

Can you explain what you mean by this?

> I would like to know if there is a way to estimate two 
> equations ($endogvar= $exogvar) (depvar = $endogvar $exogvar) 
> with one command like biprobit but for continuous variables.

I don't think there is either a built-in or readily-available
user-written command that does this in one command.

If you are willing to estimate in two equations, and you don't need a
system estimator, then

oprobit $endogvar $exogvar

ivprobit depvar ($endogvar=$exogvar), twostep

should give you consistent estimates for both equations.

--Mark

> Thanks
> Nirina
> 
> On 6/27/07, Schaffer, Mark E <[email protected]> wrote:
> > Nirina,
> >
> > I think your problem can be restated as one where IV 
> estimation gives 
> > you consistent estimates, so my instinct is the same as Dirk's.
> >
> > Probably you should take a look at -ivprobit-.  If your 
> main interest 
> > is the depvar equation, then the -twostep- option should, 
> if I'm not 
> > mistaken, give you consistent estimates.
> >
> > Cheers,
> > Mark
> >
> > > -----Original Message-----
> > > From: [email protected]
> > > [mailto:[email protected]] On Behalf 
> Of Nirina F
> > > Sent: Wednesday, June 27, 2007 11:51 AM
> > > To: [email protected]
> > > Subject: Re: st: RE: regression when endogenous regressor 
> continuous?
> > >
> > > Hi,
> > > actually No, because I don't have instrumental variables .
> > > I would appreciate your help.
> > > thanks
> > >
> > > On 6/27/07, Nachbar, Dirk <[email protected]> wrote:
> > > > You would use the ivreg command.
> > > >
> > > > -----Original Message-----
> > > > From: [email protected]
> > > > [mailto:[email protected]] On Behalf 
> Of Nirina 
> > > > F
> > > > Sent: 27 June 2007 11:21
> > > > To: [email protected]
> > > > Subject: st: regression when endogenous regressor continuous?
> > > >
> > > > Hello all ,
> > > >
> > > > If my endogenous variable was a binary (1,0) then I would have 
> > > > estimated the following equation with stata
> > > >                        biprobit ($endogvar= $exogvar) (depvar = 
> > > > $endogvar $exogvar)
> > > >
> > > > where depvar is my dependent variable which 0 or 1 but Now
> > > since the
> > > > endogvar is years each individuals smoke (0 or 1 or 2 until
> > > 18), how
> > > > would I run ($endogvar= $exogvar) (depvar = $endogvar
> > > $exogvar) with
> > > > STATA.
> > > >
> > > > Many thanks
> > > >
> > > > Nirina
> > > > *
> > > > *   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/
> > > >
> > > > *
> > > > *   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/
> > > >
> > > *
> > > *   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/
> > >
> >
> > *
> > *   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/
> >
> *
> *   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/
> 

*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index