03-08-2015 09:39 AM
***Apologies for cross-posting***
I am interested in running the SAS equivalent of ivprobit in STATA. Let’s say I want to run a model with a binary outcome (Y), two continuous endogenous explanatory variables (p1 p2), and one continuous exogenous explanatory variable (p3). I have three instruments (z1 z2 z3).
proc qlim data=a;
model Y = p1 p2 p3 / discrete (dist=logit);
model p1 p2 = p3 z1 z2 z3;
Thanks in advance for any help you can render!