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Re: st: Ordered Probit with discrete endogenous regressor
From
Alfonso Miranda <[email protected]>
To
Statalist <[email protected]>
Subject
Re: st: Ordered Probit with discrete endogenous regressor
Date
Mon, 15 Nov 2010 11:29:45 +0000
Dear Kaysia,
Try ssm. Type in Stata prompt:
ssc describe ssm
Here is a link to the paper as well:
http://ideas.repec.org/a/tsj/stataj/v6y2006i3p208-308.html
Hope this helps.
Best wishes,
Alfonso.
On 15/11/2010 10:57, "Kaysia Campbell" <[email protected]> wrote:
> Dear Statalist,
>
> I am trying to run a model where my dependent variable takes on values
> between 1 - 4. One of my regressors is endogenous and also takes on values
> between 1 - 4.
>
> Given the nature of my dependent variable, I would like to
> run an ordered probit regression but need to control for endogeneity by
> running a two stage least squares regression. My understanding however is
> that there is no command in stata for "IVOPROBIT" and that there is no
> command to deal with a discrete endogenous regressor.
>
> If anyone can provide me with some assistance with this problem, I would
> greatly appreciate it.
>
> Thanks much,
> Kaysia Campbell
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