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cfbinout and xtdhazard: Control-function estimation of binary-outcome models and the discrete-time hazard model

Author

Listed:
  • Elena Yurkevich

    (FAU Erlangen-Nurenberg)

  • Harald Tauchmann

    (FAU Erlangen-Nurenberg)

Abstract

We introduce the new community-contributed Stata commands cfbinout and xtdhazard. The former generalizes ivprobit, twostep by allowing discrete endogenous regressors and different link functions than the normal link, speci

Suggested Citation

  • Elena Yurkevich & Harald Tauchmann, 2024. "cfbinout and xtdhazard: Control-function estimation of binary-outcome models and the discrete-time hazard model," German Stata Conference 2024 02, Stata Users Group.
    • Handle: RePEc:boc:dsug24:02
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    File URL: http://repec.org/dsug2024/Germany24_Yurkevich.pdf
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    References listed on IDEAS

    as
    1. Jenkins, Stephen P, 1995. "Easy Estimation Methods for Discrete-Time Duration Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(1), pages 129-138, February.
    2. Helmut Farbmacher & Harald Tauchmann, 2023. "Linear fixed-effects estimation with nonrepeated outcomes," Econometric Reviews, Taylor & Francis Journals, vol. 42(8), pages 635-654, September.
    3. Joseph V. Terza, 2017. "Two-stage residual inclusion estimation: A practitioners guide to Stata implementation," Stata Journal, StataCorp LP, vol. 17(4), pages 916-938, December.
    4. Jeffrey M. Wooldridge, 2015. "Control Function Methods in Applied Econometrics," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 420-445.
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