Dear Statalisters
I have a cross-section data and my dependent variable
is continuous and I have one independent variable
which is endogenous and is binary. I have an
instrument for the endogenous binary independent
variable. I ran random effects GLS as follows
Y x1 x2 x3 x4
Since x4 is endogenous with Y, I now want to use an
instrument Z. Y is a continuous variable x4 is an
endogenous binary variable. The data are also grouped
across workplaces.
Looking at the archives it was suggested that a probit
be used for the first stage estimation of the
independent endogenous binary variable. But the
dependent variable there was censored.
If you need further information please let me know.
Thanks in advance
Best wishes
___________________________________________________________
Want ideas for reducing your carbon footprint? Visit Yahoo! For Good http://uk.promotions.yahoo.com/forgood/environment.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/
