I want to regress a binary outcome variable Yit (skill_comp) on a continuous endogenous variable Xit (immpol_sq). I have an unbalanced panel with 19 destination countries and 180 origin countries (It is a bilateral data) for which I generate a common identifier (egen couple_id= group (iso3_d iso3_o) ) and 5 years (1990 1995 2000 2005 2010).
I want to instrument the endogenous variable immpol_sq with two other supposed exogenous variables ( 1 countinous and 1 binary variable).
border comlang_off colony comcol curcol col45 are bilateral time-invariant varibales
Thus, I am asking which command of Stata could I use to achieve an instrumental variable estimate ?
Thanks.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float couple_id int year str3(iso3_d iso3_o) float(skill_comp immpol_sq) byte(border comlang_off colony comcol curcol col45) float(lngdppcap_d lngdppcap_o) 1 1 "AUS" "AFG" 1 .175261 0 0 0 0 0 0 10.170482 6.996407 1 2 "AUS" "AFG" 1 .14519769 0 0 0 0 0 0 10.291345 6.429437 1 3 "AUS" "AFG" 0 .12874337 0 0 0 0 0 0 10.43623 6.058305 2 1 "AUS" "AGO" 1 .175261 0 1 0 0 0 0 10.170482 7.546478 2 2 "AUS" "AGO" 0 .14519769 0 0 0 0 0 0 10.291345 7.56601 2 3 "AUS" "AGO" 0 .12874337 0 0 0 0 0 0 10.43623 7.754416 2 4 "AUS" "AGO" 1 .147893 0 1 0 0 0 0 10.555392 8.024544 3 2 "AUS" "ALB" 1 .14519769 0 0 0 0 0 0 10.291345 8.003465 4 1 "AUS" "ARE" 1 .175261 0 0 0 0 0 0 10.170482 11.070621 4 2 "AUS" "ARE" 1 .14519769 0 0 0 0 0 0 10.291345 10.974853 4 3 "AUS" "ARE" 1 .12874337 0 0 0 0 0 0 10.43623 11.030348 5 1 "AUS" "ARG" 1 .175261 0 1 1 0 0 1 10.170482 8.843311 5 3 "AUS" "ARG" 0 .12874337 0 0 0 0 0 0 10.43623 9.094773 5 4 "AUS" "ARG" 1 .147893 0 0 0 0 0 0 10.555392 9.176857 6 1 "AUS" "ARM" 0 .175261 0 0 0 0 0 0 10.170482 . 6 3 "AUS" "ARM" 0 .12874337 0 1 0 0 0 0 10.43623 7.830882 6 4 "AUS" "ARM" 1 .147893 0 0 0 0 0 0 10.555392 8.401121 7 1 "AUS" "ATG" 0 .175261 0 1 0 0 0 0 10.170482 9.361532 7 5 "AUS" "ATG" 1 .1603144 0 1 0 0 0 0 10.624094 9.580905 8 4 "AUS" "AUT" 1 .147893 0 1 0 0 0 0 10.555392 10.49546 9 1 "AUS" "AZE" 0 .175261 0 0 0 0 0 0 10.170482 . 9 3 "AUS" "AZE" 1 .12874337 0 0 0 0 0 0 10.43623 7.83256 10 1 "AUS" "BDI" 1 .175261 0 0 0 0 0 0 10.170482 6.382971 10 3 "AUS" "BDI" 1 .12874337 0 1 0 0 0 0 10.43623 5.96487 11 1 "AUS" "BEL" 1 .175261 0 1 0 0 0 0 10.170482 10.169556 11 3 "AUS" "BEL" 1 .12874337 0 1 0 0 0 0 10.43623 10.3641 11 4 "AUS" "BEL" 1 .147893 0 0 0 0 0 0 10.555392 10.430954 12 3 "AUS" "BEN" 0 .12874337 0 1 0 0 0 0 10.43623 7.001366 13 3 "AUS" "BFA" 0 .12874337 0 0 0 0 0 0 10.43623 6.624241 13 5 "AUS" "BFA" 1 .1603144 0 0 0 0 0 0 10.624094 6.835104 14 1 "AUS" "BGD" 0 .175261 0 0 0 0 0 0 10.170482 6.632271 14 2 "AUS" "BGD" 1 .14519769 0 0 0 0 0 0 10.291345 6.70572 14 3 "AUS" "BGD" 1 .12874337 0 1 0 0 0 0 10.43623 6.810882 15 3 "AUS" "BGR" 1 .12874337 0 0 0 0 0 0 10.43623 8.793167 16 1 "AUS" "BHR" 1 .175261 0 0 0 0 0 0 10.170482 9.793062 16 2 "AUS" "BHR" 1 .14519769 0 0 0 0 0 0 10.291345 9.865481 16 3 "AUS" "BHR" 1 .12874337 0 0 0 0 0 0 10.43623 9.941881 16 4 "AUS" "BHR" 1 .147893 0 0 0 0 0 0 10.555392 9.999395 17 1 "AUS" "BHS" 1 .175261 0 0 0 0 0 0 10.170482 10.239448 17 3 "AUS" "BHS" 0 .12874337 0 0 0 0 0 0 10.43623 10.353372 17 4 "AUS" "BHS" 1 .147893 0 1 0 0 0 0 10.555392 10.38512 17 5 "AUS" "BHS" 1 .1603144 0 0 0 0 0 0 10.624094 10.312647 18 1 "AUS" "BIH" 0 .175261 0 0 0 0 0 0 10.170482 7.042473 18 3 "AUS" "BIH" 1 .12874337 0 0 0 0 0 0 10.43623 8.390195 18 4 "AUS" "BIH" 1 .147893 0 0 0 0 0 0 10.555392 8.482202 19 1 "AUS" "BLR" 0 .175261 0 1 0 0 0 0 10.170482 . 19 3 "AUS" "BLR" 1 .12874337 0 1 0 0 0 0 10.43623 8.724978 19 4 "AUS" "BLR" 1 .147893 0 0 0 0 0 0 10.555392 9.124466 20 1 "AUS" "BLZ" 1 .175261 0 0 0 0 0 0 10.170482 8.785804 20 2 "AUS" "BLZ" 0 .14519769 0 1 0 0 0 0 10.291345 8.916794 20 3 "AUS" "BLZ" 1 .12874337 0 1 0 0 0 0 10.43623 8.958403 20 5 "AUS" "BLZ" 1 .1603144 0 1 0 0 0 0 10.624094 9.112164 21 1 "AUS" "BOL" 1 .175261 0 1 0 0 0 0 10.170482 7.905932 21 3 "AUS" "BOL" 1 .12874337 0 1 0 0 0 0 10.43623 8.045072 21 4 "AUS" "BOL" 1 .147893 0 1 1 0 1 1 10.555392 8.105531 22 1 "AUS" "BRA" 1 .175261 0 1 0 0 0 0 10.170482 8.723339 22 2 "AUS" "BRA" 1 .14519769 0 0 0 0 0 0 10.291345 8.80183 22 3 "AUS" "BRA" 1 .12874337 0 1 0 0 0 0 10.43623 8.830397 22 4 "AUS" "BRA" 1 .147893 0 0 0 0 0 0 10.555392 8.886555 23 1 "AUS" "BRB" 1 .175261 0 1 0 0 0 0 10.170482 10.170753 23 2 "AUS" "BRB" 1 .14519769 0 0 0 0 0 0 10.291345 10.070288 23 4 "AUS" "BRB" 1 .147893 0 0 0 0 0 0 10.555392 10.26029 23 5 "AUS" "BRB" 1 .1603144 0 0 0 0 0 0 10.624094 10.243117 24 1 "AUS" "BRN" 1 .175261 0 0 0 0 0 0 10.170482 10.75395 24 3 "AUS" "BRN" 0 .12874337 0 1 0 0 0 0 10.43623 10.780923 24 4 "AUS" "BRN" 1 .147893 0 0 0 0 0 0 10.555392 10.794991 25 1 "AUS" "BTN" 1 .175261 0 1 0 0 0 0 10.170482 7.315495 25 3 "AUS" "BTN" 0 .12874337 0 0 0 0 0 0 10.43623 7.752442 26 1 "AUS" "BWA" 1 .175261 0 0 0 0 0 0 10.170482 8.805808 26 3 "AUS" "BWA" 1 .12874337 0 1 0 0 0 0 10.43623 9.071282 27 1 "AUS" "CAN" 1 .175261 0 0 0 0 0 0 10.170482 10.224736 27 3 "AUS" "CAN" 1 .12874337 0 1 0 0 0 0 10.43623 10.421536 27 4 "AUS" "CAN" 1 .147893 0 0 0 0 0 0 10.555392 10.509275 28 1 "AUS" "CHE" 1 .175261 0 1 0 0 0 0 10.170482 10.44538 28 4 "AUS" "CHE" 1 .147893 0 0 0 0 0 0 10.555392 10.51851 29 1 "AUS" "CHL" 1 .175261 0 1 0 0 0 0 10.170482 8.616048 29 2 "AUS" "CHL" 1 .14519769 0 0 0 0 0 0 10.291345 8.983503 29 3 "AUS" "CHL" 0 .12874337 0 1 0 0 0 0 10.43623 9.141982 29 4 "AUS" "CHL" 1 .147893 0 0 0 0 0 0 10.555392 9.311848 30 1 "AUS" "CHN" 1 .175261 0 1 0 0 0 0 10.170482 7.051251 30 2 "AUS" "CHN" 1 .14519769 0 0 0 0 0 0 10.291345 7.565929 30 3 "AUS" "CHN" 1 .12874337 0 0 0 0 0 0 10.43623 7.945335 30 4 "AUS" "CHN" 1 .147893 0 0 0 0 0 0 10.555392 8.374504 31 1 "AUS" "CIV" 1 .175261 0 0 0 0 0 0 10.170482 7.345642 31 2 "AUS" "CIV" 0 .14519769 0 0 0 0 0 0 10.291345 7.228118 32 1 "AUS" "CMR" 1 .175261 0 1 0 0 0 0 10.170482 7.487867 32 3 "AUS" "CMR" 1 .12874337 0 0 0 0 0 0 10.43623 7.400119 33 2 "AUS" "COG" 1 .14519769 0 0 0 0 0 0 10.291345 7.665549 33 3 "AUS" "COG" 1 .12874337 0 1 0 0 0 0 10.43623 7.722101 34 1 "AUS" "COL" 1 .175261 0 0 0 0 0 0 10.170482 8.596078 34 2 "AUS" "COL" 1 .14519769 0 0 0 0 0 0 10.291345 8.726916 34 3 "AUS" "COL" 1 .12874337 0 1 0 0 0 0 10.43623 8.664552 34 4 "AUS" "COL" 1 .147893 0 0 0 0 0 0 10.555392 8.778171 35 1 "AUS" "COM" 0 .175261 0 0 0 0 0 0 10.170482 7.154032 35 2 "AUS" "COM" 0 .14519769 0 1 0 0 0 0 10.291345 7.069187 35 3 "AUS" "COM" 1 .12874337 0 0 0 0 0 0 10.43623 6.851996 36 1 "AUS" "CPV" 0 .175261 0 0 0 0 0 0 10.170482 7.369852 36 3 "AUS" "CPV" 0 .12874337 0 0 0 0 0 0 10.43623 7.76314 37 1 "AUS" "CRI" 1 .175261 0 1 0 0 0 0 10.170482 8.8997965 37 2 "AUS" "CRI" 1 .14519769 0 0 0 0 0 0 10.291345 8.996676 end
0 Response to Stata command to estimate an IV probit or an IV logit in unbalanced panel dataset
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