Re: st: 2sls with discrete endogenous regressor

[Megan Stevenson <m_stevenson@berkeley.edu>]

David - You are correct that there is no reason to be concerned with
reverse causality here.  However there is a large selection bias
problem, thus the need for an instrument for incarceration.

Austin - I am looking for a non-linear model since the data is heavily
skewed and assuming a linear relationship between the covariates and
the outcome is creating a distortion.  A linear model will of course
be useful as a robustness check.

Does anyone know of a 2sls package with discrete endogenous variables?
 If such a thing doesn't exist I can write the code to calculate the
standard errors myself but it seems like it is a common enough need
that someone would have already built the tool.

Thanks!

On Tue, Sep 10, 2013 at 9:54 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> Megan Stevenson <m_stevenson@berkeley.edu>:
> Start with -ivreg2- (SSC) and a linear model, but see also
> http://www.stata.com/meeting/chicago11/materials/chi11_nichols.pdf
>
> On Tue, Sep 10, 2013 at 5:57 PM, Megan Stevenson
> <m_stevenson@berkeley.edu> wrote:
>> Is anyone familiar with a package that will allow you to do a 2sls
>> regression where both the endogenous dependent variable and the main
>> dependent variable are binary?  I am trying to identify the
>> probability of future arrest on having been incarcerated, with an
>> instrument for incarceration.
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