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st: Fixed effect and IV together for binary dependent variable
From
"Harpreet SIngh" <[email protected]>
To
<[email protected]>
Subject
st: Fixed effect and IV together for binary dependent variable
Date
Wed, 9 Feb 2011 00:08:53 -0600
Hi
I have binary dependent variable and one of my independent variable is
endogenous. I also want to control for group level heterogeneity using fixed
effect.
How can I use instrument variable approach to control for endogeneity and
fixed effect to control for group level heterogeneity together in a single
model.
Is it possible to do this using STATA. Is there a command similar to xtivreg
for binary dependent variable.
I will also really appreciate if I somebody can provide me some references
on this topic
Thanks
Harpreet
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