Have a look at -cmp- (downloadable from SSC)!
Nicola
P.S. I'll NOT receive/read any email but the Digest.
At 02.33 09/06/2009 -0400, "Rao, James" wrote:
>Hi all,
>
>Am estimating a multivariate probit model but it appears some of my
>regressors are endogenous. I was therefore intending to use instrumental
>variable approach but I am not aware of how I can implement this in the
>framework of "mvprobit". Does anyone have an idea?
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