Sorry, here it is:
Using Heteroscedasticity to Estimate the Returns to Education
V HOGAN, R RIGOBON - NBER Working Paper, 2002 -
NIrina
On Sun, Dec 7, 2008 at 3:58 PM, Martin Weiss <[email protected]> wrote:
> Line for the server...
>
> First of all, provide proper citations for your "Hogan and Rigobon".
>
> HTH
> Martin
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Nirina F
> Sent: Sunday, December 07, 2008 9:51 PM
> To: [email protected]
> Subject: st: binary dependent variable
>
> Hello,
>
> I have the following regression: y=ax1+ax2+e
> My dependent variable y is a binary choice variable and x1, my
> endogenous variable is continuous. x2 represents the rest of my
> control variables.
>
> I would like to use the identification through heteroskedasticity
> like in Hogan and Rigobon but I don't know if having y as binary and
> therefore having to use LPM or Probit make me having a
> heteroskedasticity problem anyway.
> Does anyone know where does this heteroskedasticity of Probit come
> from? could you indicate anything in the literature?
> Thank you,
> Nirina
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