Economics at your fingertips  

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

Abstract: sspecialreg estimates a binary choice model that includes one or more endogenous regressors using Lewbel and Dong's special regressor method (Econometric Reviews, 2015; 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 2015-09-03
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
Citations Track citations by RSS feed

Downloads: (external link) program code (text/plain) program code (text/plain) program code (text/plain) help file (text/plain) documentation and example of use (application/pdf)

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:

Ordering information: This software item can be ordered from

Access Statistics for this software item

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

Page updated 2015-11-27
Handle: RePEc:boc:bocode:s457546