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st: panel IV binary endogenous
From
bob bob123456789 <[email protected]>
To
[email protected]
Subject
st: panel IV binary endogenous
Date
Wed, 21 Apr 2010 11:53:33 -0400
I'm trying to estimate the following model with low T panel data:
Dit=1( ( a1*Rit+a2*X1+k1*t+wi+e1it)>0)
Rit=b1*Dit+b2*X2+k2*t+vi+e2it
That is, R is a continuous endogenous variable, both series have linear
trends and random effects, and D is binary.
Can you tell me are xtivreg or ivprobit appropriate for this model? If not,
can you suggest another model? Can X1 or X2 include lags?
The most relevant discussion I can find is on the listserver dates back to
2004:
http://www.stata.com/statalist/archive/2004-11/msg00502.html
I appreciate any help anyone can provide. Thanks.
[email protected]
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