2SLS with probit in the second stage - some queries

[Saad Khan]

Hi!

Seems like after almost a year I need some help with stata again.

So, I am doing a 2sls model with Probit in the second stage. I have done some quick research about this model and it's possible. Now I just need a few clarifications.

1) If my endogenous explanatory variable is continuous, what Stata cmd do I have to use? If the endogenous explanatory variable is binary, then what is the Stata cmd to be used?

2) Will I get consistent and unbiased standard errors after running the model?

3) To get the marginal effects do I have to use the margins, dydx(*) command after running the probit regression? Once again will the standard errors be correct?

Any sort of help will be really appreciated. Thanks!

[Joro Kolev]

For probit structural equation, continuous endogenous variable, see -ivprobit-.

For probit structural equation, binary endogenous variable, see -biprobit-.

-margins- (with correct standard errors) should work after every Stata pre-programmed command as the two above.