Programming the statistical procedures from SAS

How to estimate bivariate probit model with an instrumental variable?

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Occasional Contributor
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How to estimate bivariate probit model with an instrumental variable?

Hi,

Is it possible to estimate bivariate probit model with instrumental variables using SAS?

Thanks in advance.

Alexandra


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‎05-13-2015 03:18 PM
SAS Employee
Posts: 89

Re: How to estimate bivariate probit model with an instrumental variable?

Yes, you can.  The QLIM procedure allows for a bivariate provide with endogenous regressors.  You can find details here.

SAS/ETS(R) 13.2 User's Guide

Let us know if you have any trouble forming the syntax. -Ken

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‎05-13-2015 03:18 PM
SAS Employee
Posts: 89

Re: How to estimate bivariate probit model with an instrumental variable?

Yes, you can.  The QLIM procedure allows for a bivariate provide with endogenous regressors.  You can find details here.

SAS/ETS(R) 13.2 User's Guide

Let us know if you have any trouble forming the syntax. -Ken

Occasional Contributor
Posts: 5

Re: How to estimate bivariate probit model with an instrumental variable?

Thanks Ken, it is exactly what I was looking for.

Regards,

Alexandra

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