How to estimate bivariate probit model with an instrumental variable?

[Alexandra22]

Hi,

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

Thanks in advance.

Alexandra

[ets_kps · Accepted solution]

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

[Alexandra22]

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

Regards,

Alexandra