Abstract:
sspecialreg estimates a binary choice model that includes one or more endogenous regressors using Lewbel's special regressor method (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.

Language: Stata Requires: Stata version 11 and Jann's kdens from SSC (q.v.) Keywords:special regressor; binary choice; discrete endogenous regressor (search for similar items in EconPapers) Date: 2012-11-10, Revised 2013-04-30 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. References:Add references at CitEc CitationsTrack citations by RSS feed

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