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

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  • Omar M. G. Keshk

    ()
    (The Ohio State University)

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    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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    Bibliographic 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;

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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 525-545 National Bureau of Economic Research, Inc.
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    Cited by:
    1. Jens Horbach, 2010. "The Impact of Innovation Activities on Employment in the Environmental Sector - Empirical Results for Germany at the firm Level," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(4), pages 403-419, August.
    2. Grégoire ROTA-GRAZIOSI & Clémence VERGNE & Blanca MORENO DODSON, 2012. "Breaking the wave of democracy: The effect of foreign aid on the incumbent’s re-election probability," Working Papers 201231, CERDI.
    3. Sebastian Edwards, 2008. "Globalization, Growth and Crises: The View from Latin America," NBER Working Papers 14034, National Bureau of Economic Research, Inc.
    4. Joan Costa Font & Joan Gil Trasfi, 2005. "Obesity and the Incidence of Chronic Diseases: a Seemingly Unrelated Probit Approach," Working Papers in Economics 137, Universitat de Barcelona. Espai de Recerca en Economia.
    5. Yi, Hongtao, 2013. "Clean energy policies and green jobs: An evaluation of green jobs in U.S. metropolitan areas," Energy Policy, Elsevier, vol. 56(C), pages 644-652.
    6. Luiz A. Esteves, 2008. "Risk of Firm Closure and Wages in Brazil: Compensating Wage Di erentials or Bargaining Concessions?," Working Papers 0077, Universidade Federal do Paraná, Department of Economics.
    7. Franz Hackl & Martin Halla & Gerald J Pruckner, 2004. "The fallacy of the Good Samaritan: Volunteering as a weird way of making money," Economics working papers 2004-15, Department of Economics, Johannes Kepler University Linz, Austria.
    8. Stephen Nelson, 2010. "Does compliance matter? Assessing the relationship between sovereign risk and compliance with international monetary law," The Review of International Organizations, Springer, vol. 5(2), pages 107-139, June.
    9. Paul Collier & Anke Hoeffler, 2006. "Military expenditure in post-conflict societies," Economics of Governance, Springer, vol. 7(1), pages 89-107, 01.
    10. Seong-Hoon Cho & Dayton Lambert & Hyun Kim & Seung Kim, 2009. "Overweight Korean Adolescents and Academic Achievement," Journal of Family and Economic Issues, Springer, vol. 30(2), pages 126-136, June.
    11. Paul Collier & Anke Hoeffler, 2004. "Military Expenditure in Post-Conflict Societies," Economics Series Working Papers WPS/2004-13, University of Oxford, Department of Economics.
    12. Salazar, César A. & Jaime, Mónica M., 2009. "Participación en Organizaciones de la Sociedad Civil en Chile. ¿Una Alternativa para Mejorar el Bienestar Económico?
      [Participation in Civil Society Organizations in Chile. Is it an Alternative
      ," MPRA Paper 12797, University Library of Munich, Germany.
    13. Ormosi, Peter L., 2012. "Claim efficiencies or offer remedies? An analysis of litigation strategies in EC mergers," International Journal of Industrial Organization, Elsevier, vol. 30(6), pages 578-592.
    14. Costa-Font, Joan & Gil, Joan, 2005. "Obesity and the incidence of chronic diseases in Spain: A seemingly unrelated probit approach," Economics & Human Biology, Elsevier, vol. 3(2), pages 188-214, July.
    15. Molina-Domene, María A. & Pietrobelli, Carlo, 2012. "Drivers of technological capabilities in developing countries: An econometric analysis of Argentina, Brazil and Chile," Structural Change and Economic Dynamics, Elsevier, vol. 23(4), pages 504-515.

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