Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Using Logit with Endogenous variables


From   <[email protected]>
To   [email protected]
Subject   st: Using Logit with Endogenous variables
Date   Sun, 21 Aug 2011 10:17:20 -0400

Hello,
I'm estimating two equations, one with a continuous dependent variable and the other with a dichotomous dependent variable. Each of the dependent variables is in part a function of the other and many of the independent variables overlap between the two equations.  While there is clear guidance on how to run 2-stage least squares and other methods in Stata to deal with these issues when both dependents are continuous, I have found very little to address this issue when one of the dependents is dichotomous.

The only thing I found was a 2003 article about using two-stage probit that referenced the command "cdsimeq."  However, when I tried this, I received an error message that the command didn't exist.  I'm using Stata 10.

Any help would be greatly appreciated.

Thank you,
Laura
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index