[Limdep Nlogit List] Ordered Probit with Endogenous Binary Variable (treatment effect)

[JP Azevedo]

Hello,

I'm using Nlogit 3 (Limdep 8) and I've been trying to run an ordered
probit model with an endogenous binary variable. In the spirit of a
treatment effect model

I've followed the Help/Manual guidelines, and have written the code bellow:

My questions are the follows:

1) Why the variable that I'm trying to endogenize does not show up in
the output windows?

2) the "; All" option does not seem to make any difference on the
number of observation used when applied after the ORDERED PROBIT
command. In both cases all the ~2500 obs from the sample are being
used. The same is not true, after the SELECTION comand (OLS).

3) Should I include the variable that I'm trying to endogenize on the
list of Xs that I have? Whenever I tried to do that I get an error
message, stating that there is no variation. I understand that this
should be the case without the "; All$" option, however I keep getting
the same error message even when using the "; All$" option. Curiously
the same is not true if instead of an ordered probit, I estimate an
OLS on the second stage (SELECTION).

Many thanks in advance for all the help,

cheers,

JP


?======================================================?
? Instruments
?
NAMES ; W = ONE,MUNIC_MO$
?
? Treatment variables.
?
CREATE ; Z = FUTURA$
?
? RHS variables in the primary regression
?
NAMES ; X = ONE,SEX1,AGE2,AGE3,EDUCA1,EDUCA2,EDUCA3,EDUCA4,EDUCA5,COR1$
?
? Dependent variable in the regression in the ordered probit model.
?
CREATE ; Y = DESEJO$
?
?======================================================?
? Selection Equation
PROBIT ; Lhs = Z ; Rhs = W ; Wts = PESO; Hold results$
?
? Estimate the ordered probit model and collect results =
ORDERED PROBIT ; Lhs = Y ; Rhs = X; Wts = PESO ; Select ; All $
ORDERED PROBIT ; Lhs = Y ; Rhs = X; Wts = PESO ; Select $
?
?======================================================?

SELECTION;
	Lhs=DESEJO;
	Rhs=ONE,SEX1,AGE2,AGE3,EDUCA1
		,EDUCA2,EDUCA3,EDUCA4,EDUCA5,COR1,FUTURA;
	Wts=PESO;
	All$

SELECTION;
	Lhs=DESEJO;
	Rhs=ONE,SEX1,AGE2,AGE3,EDUCA1
		,EDUCA2,EDUCA3,EDUCA4,EDUCA5,COR1;
	Wts=PESO$