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.

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.

• Item Type: MPRA Paper
• Language: English
• Keywords: Instrumental variables,probit model,generalized least squares estimator
• Subjects: C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C25 - Discrete Regression and Qualitative Choice Models ; Discrete Regressors ; Proportions ; Probabilities; C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C36 - Instrumental Variables (IV) Estimation; C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C87 - Econometric Software

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