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  • How to handel an ordered logit model which includes an endogenous variable with Stata

    Dear Statalist,
    I have an ordered logit model which includes an endogenous (independent) variable. Now I would like to conduct a two stage least square analysis. But how can I combine and calculate these two features in stata?
    Thanks a lot in advance for any help!
    Best,
    Eric

  • #2
    Dear all,
    I am having the same problem raised by Eric a year ago. I have an ordered logit model which includes an endogenous (independent) variable.
    I have good instruments for my endogenous variable. I wonder if can plug the predicted value for this endogenous variable (which will be estimated by a linear model) into an ordered logit model which is not linear. If not, what other options I have?
    Thanks for your time!
    Anat

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    • #3
      It wouldn't be via two-stage least-squares, but can't you fit an ordered logistic regression model with endogenous variables with gsem?

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