Hi Statalist,
I am currently replicating a paper with a slight adjustment but struggle with the implementation in Stata.
The paper uses two-stage residual inclusion (2SRI).
The first stage uses a probit regression to estimate the likelihood of treatment (a dummy).
The second stage uses a negative binomial regression. In my replication, I aim to use a dummy outcome variable. Therefore, I plan to also use a probit regression in the second stage.
How would I best implement this in Stata? As far as I understand, ivprobit is not fitting for this scenario.
Thank you in advance.
I am currently replicating a paper with a slight adjustment but struggle with the implementation in Stata.
The paper uses two-stage residual inclusion (2SRI).
The first stage uses a probit regression to estimate the likelihood of treatment (a dummy).
The second stage uses a negative binomial regression. In my replication, I aim to use a dummy outcome variable. Therefore, I plan to also use a probit regression in the second stage.
How would I best implement this in Stata? As far as I understand, ivprobit is not fitting for this scenario.
Thank you in advance.
