Re: st: Using Logit with Endogenous variables

[Nick Cox <njcoxstata@gmail.com>]

-cdsimeq- was published via the Stata Journal. Pointers to references
are given in the help file. The corresponding write-ups in the Stata
Journal are more than 3 years old and so accessible to all via the
Stata Journal website. As you referred to the SJ write-up in your
first post, it is not clear why you are asking now about material
other than the help file.

st0038_1 from http://www.stata-journal.com/software/sj4-4
    SJ4-4 st0038_1.  CDSIMEQ: A program to implement two-stage... / CDSIMEQ: A
    program to implement two-stage probit least / squares / by Omar M.G.
    Keshk, Ohio State University / Support:  keshk.1@osu.edu / After
    installation, type help cdsimeq

st0038 from http://www.stata-journal.com/software/sj3-2
    SJ3-2 st0038.  CDSIMEQ: A program to implement two-stage ... / CDSIMEQ: A
    program to implement two-stage probit least squares / by Omar M.G. Keshk,
    Ohio State University / Support:  keshk.1@osu.edu / After installation,
    type help cdsimeq


On Sun, Sep 4, 2011 at 9:15 PM,  <laura3548@cox.net> wrote:
> Thank you Richard.  This worked after I moved to a local version of Stata; before that I received messages indicating that cdsimeq was installed, but when I attempted to run it the command was still not recognized.
>
> Is there any further guidance available anywhere regarding this program other than what is contained in the help file?  I'm running into implementation issues now.
>
> Alternatively, is there another method that can be used in Stata to deal with the situation in which one of two equations in a system has a dichotomous dependent variable?
>
> Thanks,
> Laura
>
>
> ---- Richard Williams <richardwilliams.ndu@gmail.com> wrote:
>> Look up the help for -findit- and -ssc- Those commands let you find
>> and install user-written programs that have been made available to
>> the public. In this specifc case, try
>>
>> findit cdsimeq
>>
>> or (more directly)
>>
>> ssc install cdsimeq, replace
>>
>> At 09:17 AM 8/21/2011, laura3548@cox.net wrote:
>> >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.

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