Monday, March 06, 2006

st: does ivprobit work for continuous and binary endogenous variables?

I know I can use ivprobit when I have endogenous continuous variables, but if I have binary endogenous variables does it still produce consistent estimators with the two-step approach of ivprobit?

Also does anyone know, is there a stata command for a logit model that has endogenous continuous and binary endogenous variables?

Marilyn.

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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