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st: Ivreg2 or ivprobit
From
vikramfinavker <[email protected]>
To
[email protected]
Subject
st: Ivreg2 or ivprobit
Date
Thu, 9 Aug 2012 02:44:53 -0700 (PDT)
Hi All,
I want to run an instrumental variable regression but the problem is that my
dependent variable is continuous and my endogenous variable is binary(0 or
1) and my instruments are continuous. As my endogenous variable is binary I
can't use ivreg2 as in first stage it runs OLS and in my case I want it to
be probit model. So is there any other command which does profit in first
stage and then OLS in second stage?
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