The archive contains Gauss programs for estimating endogenous probit and endogenous sample selection models using the method of maximum likelihood. The current version of the code allows for only one endogenous regressor. Also included are short programs which can be used to simulate endogenous probit and endogenous sample selection models. The pdf file contains detailed information on each model. Note that the probit equation uses a non-standard normalization of one of the parameters (the standard normalization is to set the variance of the binary equation error equal to one).
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
G00002.
Size: Programming language: GAUSS Requires: GAUSS Date of creation: 13 Nov 2002 Date of revision: Handle: RePEc:boc:bocode:g00002
Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC