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st: Re: svy:ivreg with binary outcome variables
From
Nisha Malhotra <[email protected]>
To
[email protected]
Subject
st: Re: svy:ivreg with binary outcome variables
Date
Wed, 10 Mar 2010 12:58:49 -0800
Dear Statalisters and life savers,
This the regression we are carrying out
C=a+bD+dZ
Where D is a dichotomour variable and C is a categorial variables (0-8). D
is endogenouse and is instrumented with (d)
This is for a multistge survey design (Demographic Health Survey).
Given that C is categorical variable - we use linear probability model in
the first dtage despite having a binary variable D - that is we use IVREG
instead for IVprobit.
The problem we face is as follows.
If we run
svy:Ivreg C (D=d) Z
the coefficient on d (9.7) lies outside the categorical range of C. (0-8).
increasing d from 0 to 1 increases C by 9.7 ???
But, in case we ignore issues with the survey design and run a simple
ivreg C (D=d) Z
the coefficient on d lies between 0-8.
Any solutions!
Thanks a ton
Nisha
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