ivporbit : An R Package to Estimate the Probit Model with Continuous Endogenous Regressors

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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Year of publication:	2016
Authors:	Zaghdoudi, Taha
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Probit-Modell \| Probit model \| Schätztheorie \| Estimation theory

Extent:	1 Online-Ressource (4 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 10, 2014 erstellt
Other identifiers:	10.2139/ssrn.2811749 [DOI]
Classification:	c26 ; C35 - Discrete Regression and Qualitative Choice Models ; C87 - Econometric Software
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012986545