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st: xtivlogit, fe or ivclogit - Why not?


From   <[email protected]>
To   <[email protected]>
Subject   st: xtivlogit, fe or ivclogit - Why not?
Date   Fri, 3 Dec 2010 15:08:40 -0000

Dear StataList,

1) Would anyone care to offer a brief explanation of why an instrumental
variables estimate cannot be made for fixed effects panel data with a
binary outcome? Stata has no xtivlogit, fe or ivclogit options.

2) Do you have any suggestions about how to deal with potential
endogeneity of a continous independent variable in model of panel data
with a binary outcome, in which the Hausmann test indicates fixed
effects estimation?

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