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FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data

Author

Listed:
  • J.M.C. Santos Silva

    (University of Surrey)

  • Silvana Tenreyro

    (London School of Economics)

  • Kehai Wei

    (University of Essex)

Programming Language

Stata

Abstract

flex estimates flexible models for doubly-bounded data using Bernoulli pseudo maximum likelihood. The models may have one or two shape parameters and generalize the logit specification for fractional data suggested by Papke and Wooldridge (1996, "Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates," Journal of Applied Econometrics, 11, 619-632).

Suggested Citation

  • J.M.C. Santos Silva & Silvana Tenreyro & Kehai Wei, 2013. "FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data," Statistical Software Components S457735, Boston College Department of Economics, revised 25 Jun 2016.
    • Handle: RePEc:boc:bocode:s457735
    Note: This module should be installed from within Stata by typing "ssc install flex". 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

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    File URL: http://fmwww.bc.edu/repec/bocode/f/flex.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/flex_ml.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/flex_ml1.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/flex.sthlp
    File Function: help file
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