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SSM: Stata program to estimate endogenous switching and sample selection models for binary, count, and ordinal variables using ML

Author

Listed:
  • Alfonso Miranda

    (School of Economic And Management Studies, Keele University)

  • Sophia Rabe-Hesketh

    (University of California - Berkeley)

Programming Language

Stata

Abstract

ssm is a gllamm `wrapper' that estimates by ML endogenous switching and sample selection models for binary, count, and ordinal variables. ssm accepts data in the usal wide form, has a straightforward syntax, and reports output in a manner that is easily interpretable. One important feature of ssm is that the log-likelihood can be evaluated using adaptive quadrature.

Suggested Citation

  • Alfonso Miranda & Sophia Rabe-Hesketh, 2005. "SSM: Stata program to estimate endogenous switching and sample selection models for binary, count, and ordinal variables using ML," Statistical Software Components S456509, Boston College Department of Economics, revised 28 Nov 2006.
    • Handle: RePEc:boc:bocode:s456509
    Note: This module should be installed from within Stata by typing "ssc install ssm". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/ssm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/ssm.hlp
    File Function: help file
    Download Restriction: no
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