2SLS , if the second model is probit Model

[hussein bataineh]

I would like to ask; I'm not sure if my first stage is OLS and the second stage is probit. Can we use the following code for it to measure 2SLS



asdoc ivregress 2sls hard_final_Exact_new Firm_Size_w ROA_w Leverage_w Market_book_four_w Non_pension_CFO_w STD_CFO_w Board_Independence_w BoardSize_w Gender_Diversity_w Fund_Status_w FUNDING_RATIO_w Platn_Size_w CSR_Committee SustainabilityScore_w i.year i.ff_12 (csopresence1 = CSO_Percentage) , first robust cluster (id) replace nest drop( i.year i.ff_12 ) dec(4) save(msss)


estat first, forcenonrobust
estat endogenous csopresence1

[Devra Golbe]

The new cfprobit function (StataNow) can estimate a model where the main equation is probit and the first stage is linear.

[Harald Tauchmann]

Dear Hussein, if the first stage is linear, also the 'old' official Stata command ivprobit, twostep can be used. Another option is to use the community contributed command cfbinout probit.
Best wishes,
Harald