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st: IV-oprobit using the cmp command
From
Peter Gambrill <[email protected]>
To
[email protected]
Subject
st: IV-oprobit using the cmp command
Date
Thu, 5 Apr 2012 15:35:59 +0100
I am trying to using Instrumental variables using a probit
specification. The command I have found is the "cmp" command, I just
wondered if anyone had experience of using this and could help me with
this estimation.
My endogenous variable is a measure of gender identity. This is a
discrete variable that has a scale of 7 to 33.
Gender Identity = constant + instruments + error
The second stage dependant variable is a measure of subjective well
being on a scale of 1 to 36
Subjective well-being = constant + controls + gender identity + error
Can anyone give some advice on how I might achieve this estimation
using stata?
Many Thanks
Peter
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