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st: binary outcome IV with 2 endogenous variables (binary and continuous)
From
"Dimitriy V. Masterov" <[email protected]>
To
Statalist <[email protected]>
Subject
st: binary outcome IV with 2 endogenous variables (binary and continuous)
Date
Fri, 13 Dec 2013 16:00:43 -0800
What is the best way to estimate a cross-sectional model where
* the outcome y is binary
* endogenous binary covariate d1 with instrument z1
* endogenous continuous covariate x2 with instrument z2
I know 2SLS can handle this with ivregress y (d1 x2 = z1 z2) or reg3,
but I am reluctant to estimate the LPM model. Can this be handled in
the SEM framework with a covariance restriction? Are there other
methods I should consider?
DVM
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