SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method
Christopher Baum ()
Statistical Software Components from Boston College Department of Economics
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.
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 2015-04-27
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.
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http://fmwww.bc.edu/repec/bocode/s/sspecialreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/ssortedfm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_sspecialreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sspecialreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/baum.san2012.pdf documentation and example of use (application/pdf)
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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s457546
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