IVPROB-IVTOBIT6: Stata modules to estimate instrumental variables probit and tobit

This file is part of IDEAS, which uses RePEc data

IVPROB-IVTOBIT6: Stata modules to estimate instrumental variables probit and tobit

Author Info

Joseph Harkness () (Institute for Policy Studies, The Johns Hopkins University)

Abstract

These programs implement Amemiya Generalized Least Squares (AGLS) estimators for probit and tobit with endogenous regressors. Newey (J.Metr. 1987, eq. 5.6) provides the formulas used. The endogenous regressors are treated as linear functions of the instruments and the other exogenous variables. ivprob and ivtobit are used for estimating probit models where one or more of the independent variables is endogenous. Neither weights nor the robust option are implemented. divprob produces marginal effects for ivprob. The ivtobit6 routine was previously named ivtobit, but renamed to avoid confusion with Stata 9's ivtobit command. Stata 9.x users should use official ivprobit and ivtobit.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://fmwww.bc.edu/repec/bocode/d/divprob.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/d/divprob.hlp
File Format: text/plain
File Function: help file
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/i/ivprob.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/i/ivprob.hlp
File Format: text/plain
File Function: help file
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/i/ivtobit6.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/i/ivtobit6.hlp
File Format: text/plain
File Function: help file
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S415801.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Size:
Programming language: Stata
Requires: Stata version 6.0
Date of creation: 18 Dec 2000
Date of revision: 24 Oct 2005
Handle: RePEc:boc:bocode:s415801

Note: This module may be installed from within Stata by typing "ssc install ivprob-ivtobit6". Windows users should not attempt to download these files with a web browser.
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

Order Information:
Web: http://repec.org/docs/ssc.php

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Statistics
Access and download statistics

Did you know? No RePEc service, like IDEAS, charges for the use or the display of bibliographic data.

This page was last updated on 2008-7-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.