Use of IV in logit regression

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Mathieu
Posts: 1
Joined: Wed Oct 02, 2013 4:58 am

Use of IV in logit regression

Postby Mathieu » Wed Oct 02, 2013 5:00 am

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

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Use of IV in logit regression

Postby EViews Gareth » Wed Oct 02, 2013 7:52 am

There is nothing built in that will do it. Of course you can always estimate the two stages manually.

startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Re: Use of IV in logit regression

Postby startz » Wed Oct 02, 2013 8:21 am

If you do this in two stages, you are going to have to figure out how to correct the standard errors.


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