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Re: st: re: ivregress
From
Andrea Rispoli <[email protected]>
To
[email protected]
Subject
Re: st: re: ivregress
Date
Wed, 11 May 2011 18:33:41 +0100
Thank you very much
On Mon, May 9, 2011 at 9:14 PM, John Antonakis <[email protected]> wrote:
> See also:
>
> http://ideas.repec.org/p/nbr/nberte/0248.html
>
> Best,
> J.
>
> __________________________________________
>
> Prof. John Antonakis
> Faculty of Business and Economics
> Department of Organizational Behavior
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
> Tel ++41 (0)21 692-3438
> Fax ++41 (0)21 692-3305
> http://www.hec.unil.ch/people/jantonakis
>
> Associate Editor
> The Leadership Quarterly
> __________________________________________
>
>
> On 09.05.2011 17:09, Christopher Baum wrote:
>>
>> <>
>>
>> Andrea said
>>
>> I am dealing with an endogeneity issue and I was thinking to use
>> ivregress. However my "first stage" equation, given the nature of my
>> instrumented variable (0/1) has to be a probit or a logit.
>> What would be the best way to deal with this issue? Is there a command
>> that allows to specify the regression model of each stage?
>> Thank you very much in advance!
>>
>>
>> This is a FAQ. There is no problem in using standard 2SLS in the first
>> stage. See slide 50 in
>>
>> http://repec.org/usug2007/baumUKSUG2007.pdf
>>
>> Kit Baum | Boston College Economics& DIW Berlin |
>> http://ideas.repec.org/e/pba1.html
>> An Introduction to Stata Programming |
>> http://www.stata-press.com/books/isp.html
>> An Introduction to Modern Econometrics Using Stata |
>> http://www.stata-press.com/books/imeus.html
>>
>>
>>
>>
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