I have Stata 9 and I don't know -ivreg3-. But endogenous dummies are not a problem for -ivreg- (or -ivreg2-), e.g.
http://www.stata.com/statalist/archive/2004-07/msg00710.html
http://www.stata.com/statalist/archive/2004-09/msg00337.html
http://www.statacorp.com/statalist/archive/2005-07/msg00322.html
http://www.stata.com/statalist/archive/2004-09/msg00339.html
http://www.datasets.org/statalist/archive/2007-04/msg00415.html
Nicola
At 02.33 17/07/2007 -0400, "Mentzakis, Emmanouil" wrote:
>Dear Statalist,
>
>I am trying to estimate a system of equations
>
>Y1 = Y2 + Y3 + X + Z1
>Y2 = X + Z2
>Y3 = X + Z3
>
>Where, Y1 is an ordered categorical variable (could be collapsed to
>binary variable)
> Y2 is a continuous variable
> Y3 is a binary variable
> X is a vector of exogenous variable common across equations
> Z1, Z2, Z3 are equation specific exogenous variables
>
>I am not sure how to estimate such a system due to the mixture of
>variables. I think -reg3- and -ivreg3- cannot be used because I have
>binary indicators.
>
>I was wondering if anyone could make any suggestions on how to proceed.
>
>
>Thank you
>Manos
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