Multivariate choice model with binary endogenous regressor

[Jose Valente]

Dear colleagues,


I am trying to estimate a model that explains the number of clauses renegotiated in small debt contracts. My dependent variable is discrete and ranges from 0 to 4. Four of my explanatory variables are endogenous, and one of them is binary. Any suggestions on how to run this regression in Stata? Am I limited to ivregress?

[Hong Il Yoo]

It sounds like you can consider using David Roodman’s -cmp- command.