st: binary dependent variable

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st: binary dependent variable

Nirina F
Hello,

I have the following regression: y=ax1+ax2+e
My dependent variable y is a binary choice variable and x1, my
endogenous variable is continuous. x2 represents the rest of my
control variables.

 I would like to use the identification through heteroskedasticity
like in Hogan and Rigobon but I don't know if having y as binary and
therefore having to use LPM or Probit make me having a
heteroskedasticity problem anyway.
Does anyone know where does this heteroskedasticity of Probit come
from? could you indicate anything in the literature?
Thank you,
Nirina
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st: RE: binary dependent variable

Martin Weiss-5
Line for the server...

First of all, provide proper citations for your "Hogan and Rigobon".

HTH
Martin

-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of Nirina F
Sent: Sunday, December 07, 2008 9:51 PM
To: [hidden email]
Subject: st: binary dependent variable

Hello,

I have the following regression: y=ax1+ax2+e
My dependent variable y is a binary choice variable and x1, my
endogenous variable is continuous. x2 represents the rest of my
control variables.

 I would like to use the identification through heteroskedasticity
like in Hogan and Rigobon but I don't know if having y as binary and
therefore having to use LPM or Probit make me having a
heteroskedasticity problem anyway.
Does anyone know where does this heteroskedasticity of Probit come
from? could you indicate anything in the literature?
Thank you,
Nirina
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*   http://www.ats.ucla.edu/stat/stata/

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Re: st: RE: binary dependent variable

Nirina F
In reply to this post by Nirina F
Sorry, here it is:

Using Heteroscedasticity to Estimate the Returns to Education
V HOGAN, R RIGOBON - NBER Working Paper, 2002 -

NIrina

On Sun, Dec 7, 2008 at 3:58 PM, Martin Weiss <[hidden email]> wrote:

> Line for the server...
>
> First of all, provide proper citations for your "Hogan and Rigobon".
>
> HTH
> Martin
>
> -----Original Message-----
> From: [hidden email]
> [mailto:[hidden email]] On Behalf Of Nirina F
> Sent: Sunday, December 07, 2008 9:51 PM
> To: [hidden email]
> Subject: st: binary dependent variable
>
> Hello,
>
> I have the following regression: y=ax1+ax2+e
> My dependent variable y is a binary choice variable and x1, my
> endogenous variable is continuous. x2 represents the rest of my
> control variables.
>
>  I would like to use the identification through heteroskedasticity
> like in Hogan and Rigobon but I don't know if having y as binary and
> therefore having to use LPM or Probit make me having a
> heteroskedasticity problem anyway.
> Does anyone know where does this heteroskedasticity of Probit come
> from? could you indicate anything in the literature?
> Thank you,
> Nirina
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/