SSM: Stata program to estimate endogenous switching and sample selection models for binary, count, and ordinal variables using ML

Alfonso Miranda () and Sophia Rabe-Hesketh ()

Statistical Software Components from Boston College Department of Economics

Abstract: ssm is a gllamm `wrapper' that estimates by ML endogenous switching and sample selection models for binary, count, and ordinal variables. ssm accepts data in the usal wide form, has a straightforward syntax, and reports output in a manner that is easily interpretable. One important feature of ssm is that the log-likelihood can be evaluated using adaptive quadrature.

Language: Stata
Requires: Stata version 9.1
Keywords: endogenous switching; sample selection; binary; count; ordinal; maximum likelihood (search for similar items in EconPapers)
Date: 2005-12-08, Revised 2006-11-28
Note: This module may be installed from within Stata by typing "ssc install ssm". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/ssm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/ssm.hlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456509

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().