[Limdep Nlogit List] Use of Other Dependent Variables in Multivariate Probit Equations

[Peter Tarmo Savolainen]

Hello all,

I am in the process of estimating a multivariate probit model, which includes separate probit models for each of a series of variables that are endogenous in relation to my primary variable of interest.

My question is whether these dependent variables can be included as regressors in the other probit models (i.e., those aside from my primary variable of interest).  For example, say y1 is my primary variable of interest and I am estimating separate equations for y2, y3, and y4 (as each is endogenous with y1).  Can y2 be included in the equations for y3 and y4 without violating any assumptions or compromising the validity of my results (y2, y3, and y4 are exogenous)?

Any insight would be very much appreciated.

Sincerely,

Peter T. Savolainen, Ph.D., P.E.
Assistant Professor
Department of Civil and Environmental Engineering
Wayne State University-Transportation Research Group
5050 Anthony Wayne Drive, EDC 0504.01
Detroit, MI 48202
Phone: (313) 577-9950
Fax: (313) 577-8126