Hi Xiao-yuan,
Have a look at cmp, just what you need:
http://ideas.repec.org/c/boc/bocode/s456882.html
http://www.stata.com/statalist/archive/2007-10/msg00646.html
You may also find this general reference on instruments (with Stata examples) useful for your work:
Bascle, G. (2008). Controlling for endogeneity with instrumental variables in strategic management research. Strategic Organization, 6(3), 285-327.
Cam
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> Date: Tue, 11 Aug 2009 07:27:59 -0500
> From: [email protected]
> To: [email protected]
> Subject: st: Can ivprobit and ivtobit of stata 10 being applied for the probit or the tobit model with binary end
>
> Hi statalist,
>
> Can ivprobit and ivtobit of stata 10 be applied to estimate a probit or a tobit model with binary endogenous explanatory variable(s)? The reference on the two commands is unclear about this. Thank you for your kind response.
>
> Xiao-yuan Dong
> University of Winnipeg, Canada
>
>
>
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