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Endogenous Probit And Endogenous Sample Selection Code

Author

Listed:
  • Yuriy Tchamourliyski

    (Boston College)

Programming Language

GAUSS

Abstract

The archive contains Gauss programs for estimating endogenous probit and endogenous sample selection models using the method of maximum likelihood. The current version of the code allows for only one endogenous regressor. Also included are short programs which can be used to simulate endogenous probit and endogenous sample selection models. The pdf file contains detailed information on each model. Note that the probit equation uses a non-standard normalization of one of the parameters (the standard normalization is to set the variance of the binary equation error equal to one).

Suggested Citation

  • Yuriy Tchamourliyski, "undated". "Endogenous Probit And Endogenous Sample Selection Code," Statistical Software Components G00002, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:g00002
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/semip.zip
    Download Restriction: no
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