SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method
Abstractsspecialreg estimates a binary choice model that includes one or more endogenous regressors using Lewbel's special regressor method (Journal of Econometrics, 2000). This assumes that the model includes a particular 'special regressor', V, that is exogenous and appears additively in the model. It must be continuously distributed with a large support. A special regressor with thick tails (greater kurtosis) will be more useful as a special regressor. This method has advantages over the linear probability model (estimated with OLS or IV), maximum likelihood and control function methods.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457546.
Programming language: Stata
Requires: Stata version 11 and Jann's kdens from SSC (q.v.)
Date of creation: 10 Nov 2012
Date of revision: 30 Apr 2013
Note: This module should be installed from within Stata by typing "ssc install sspecialreg". 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
Web page: http://fmwww.bc.edu/EC/
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