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

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.


Issue Date:
2003
Publication Type:
Journal Article
DOI and Other Identifiers:
st0038 (Other)
PURL Identifier:
http://purl.umn.edu/116066
Published in:
Stata Journal, Volume 03, Number 2
Page range:
157-167
Total Pages:
11

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 Record created 2017-04-01, last modified 2017-08-22

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