On the second part: find an instrument and plug it into -ivprobit-
HTH
Martin
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Filippo Pericoli
Sent: Wednesday, September 24, 2008 10:31 AM
To: [email protected]
Subject: st: Detect endogeneity in Probit
Dear all,
I am estimating a Probit model and I would like to know how to test for endogeneity. Moreover, if I find that a regressor is endogenous, how can I correct the endogeneity bias in Stata (Stata 8)?
Best regards,
Filippo Pericoli
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