SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method
sspecialreg estimates a binary choice model that includes one or more endogenous regressors using Lewbel and Dong's special regressor method (Econometric Reviews, 2015; 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. The xtspecialreg command estimates the model in a panel data setting, with the data xtset or tsset.
|Requires:||Stata version 11 and Jann's kdens from SSC (q.v.)|
|Date of creation:||10 Nov 2012|
|Date of revision:||13 Sep 2016|
|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/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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