Munich Personal RePEc Archive

ivporbit:An R package to estimate the probit model with continuous endogenous regressors

Zaghdoudi, Taha (2014): ivporbit:An R package to estimate the probit model with continuous endogenous regressors.

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Abstract

One of the most important problem of misspecification in the probit model is the correlation between regressors and error term. To deal with this problem, some commercial software gives a solution such as Stata. For the famous R language the ivprobit gives the users the way to estimate the instrumental probit model.

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