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st: Discrete endogenous variables in 2SLS?


From   Jeffrey Roberts <[email protected]>
To   [email protected]
Subject   st: Discrete endogenous variables in 2SLS?
Date   Wed, 29 Apr 2009 13:04:50 -0400

Hi,

Can XTIVREG be used in the case of discrete endogenous variables in some way?

I have a problem such as:

Y  = f(a,b,c)
a = f(z,b,c)

where 'a' is a dichotomy. For 'z' to be an instrument for 'a' then
there is a co-linearity problem.

Thanks
Jeff
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