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st: biprobit with partial observability+IV
From
ZhangVic <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: biprobit with partial observability+IV
Date
Tue, 6 Aug 2013 09:43:54 +0000
Hi statalisters,
I need to run a bivariate probit model with partial observability since I only observe the product of Y1 and Y2 (two binary dependent variable). However, the problem I have now is I have a continuous endogenous regressor in each equation. However, there is no existing command like ivprobit to conduct such biprobit with both IV and partial observability.
I am thinking to use a two-step procedure manually. Running an OLS (Z=a0+a1X+ controls) to get the predicted of Z (my instrument) first. Then, replace my x in the biprobit with Z_hat. But, I still need to correct the standard errors of my regressors.
I find an exactly the same question posted in statalist: http://www.stata.com/statalist/archive/2009-09/msg00814.html However, no one answers her.
Anyone knows how to correct the standard errors in this case?
Thank you in advance!!
Best,
Vic
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