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Dear Professor King,
my name is Marko Bender and I am research assistant and doctoral candidate
at the Technical University Munich. I have a problem on which I already
spent a lot of time but did not discover a solution yet. I would be really
greatefull, if you could provide some suggestions.
I would like to estimate a rare event logistic model (RELOGIT) with an
instrumental variable.
Is that possible in STATA?
The problem is:
- IVPROBIT does not correct for rare events
- a self constructed two stage regression (1st stage: OLS; 2nd stage
RELOGIT) does not deliver correct coefficients and standard errors
- more flexible estimation procedures like CMP or GLLAMM do not allow to
specify user written procedures like RELOGIT
Also, is a similar correction as implemented by RELOGIT available for probit
results? If so, might it be viable to correct the estimations of e.g.
IVPROBIT for rare events?
It would be really nice if you could provide me with any suggestions.
Kind regards,
Marko Bender
____________________________________________________________
Marko Bender
Doctoral Candidate / Wissenschaftlicher Mitarbeiter
KfW Endowed Chair in Entrepreneurial Finance | Prof. Dr. Dr. Ann-Kristin
Achleitner
TUM Business School | Technische Universität München (TUM)
Arcisstr. 21 | D-80333 München | Germany
Tel.: +49 (0)89 289 25189 | Fax: +49 (0)89 289 25188
<mailto:marko.bender@wi.tum.de> marko.bender(a)wi.tum.de |
<blocked::http://www.wi.tum.de/ef> http://www.wi.tum.de/ef
