I want to do something similar to a 2SLS with instrumental variables, the only difference is that my second stage regression is not an OLS but a logit (i.e., binary) regression (first stage is still OLS). I use Eviews8 but I do not see how I can estimate this.
Thanks for you answer!
Mathieu
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- Wed Oct 02, 2013 5:00 am
- Forum: Estimation
- Topic: Use of IV in logit regression
- Replies: 2
- Views: 2070