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CDSIMEQ: A program to implement two-stage probit least squares

Author

Listed:
  • Omar M. G. Keshk

    (The Ohio State University)

Abstract

The cdsimeq command implements the two-stage probit least squares estimation method described in Maddala (1983) for simultaneous equations models in which one of the endogenous variables is continuous and the other endogenous variable is dichotomous. The cdsimeq command implements all the necessary procedures for obtaining consistent estimates for the coefficients, as well as their corrected standard errors. Copyright 2003 by Stata Corporation.

Suggested Citation

  • Omar M. G. Keshk, 2003. "CDSIMEQ: A program to implement two-stage probit least squares," Stata Journal, StataCorp LLC, vol. 3(2), pages 157-167, June.
    • Handle: RePEc:tsj:stataj:v:3:y:2003:i:2:p:157-167
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    References listed on IDEAS

    as
    1. G. S. Maddala & Lung-Fei Lee, 1976. "Recursive Models with Qualitative Endogenous Variables," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 525-545, National Bureau of Economic Research, Inc.
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