CDSIMEQ: A program to implement two-stage probit least squares

The cdsimeq command implements the two-stage probit least squares estimation method described in Maddala (1983) for simultaneous equations models in which one of the endogenous variables is continuous and the other endogenous variable is dichotomous. The cdsimeq command implements all the necessary procedures for obtaining consistent estimates for the coefficients, as well as their corrected standard errors. Copyright 2003 by Stata Corporation.

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Year of publication:	2003
Authors:	Keshk, Omar M. G.
Published in:	Stata Journal. - StataCorp LP. - Vol. 3.2003, 2, p. 157-167
Publisher:	StataCorp LP
Subject:	simultaneous equations \| Amemiya \| Maddala \| continuous endogenous \| dichotomous endogenous \| 2SPLS \| 2SLS \| instruments \| standard errors

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Extent:	text/html application/pdf
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

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