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

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Author Info
Omar M. G. Keshk () (The Ohio State University)
Abstract

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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Publisher Info
Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 3 (2003)
Issue (Month): 2 (June)
Pages: 157-167
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Handle: RePEc:tsj:stataj:v:3:y:2003:i:2:p:157-167

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Related research
Keywords: simultaneous equations; Amemiya; Maddala; continuous endogenous; dichotomous endogenous; 2SPLS; 2SLS; instruments; standard errors;

References listed on IDEAS
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  1. G. S. Maddala & Lung-Fei Lee, 1976. "Recursive Models with Qualitative Endogenous Variables," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 168-188 National Bureau of Economic Research, Inc. [Downloadable!]
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