Endogenous models of binary choice outcomes: Copula-based maximum-likelihood estimation and treatment effects

Takuya Hasebe

Stata Journal, 2022, vol. 22, issue 4, 734-771

Abstract: In this article, I describe the commands that implement the estimation of three endogenous models of binary choice outcome. The command esbinary fits the endogenously switching model, where a potential outcome differs across two treatment states. The command edbinary fits the endogenous dummy model, which includes a dummy variable indicating the treatment state as one of the explanatory variables. After one estimates the parameters of these models, various treatment effects can be estimated as postestimation statistics. The command ssbinary fits the sample-selection model, where an outcome is observed in only one of the states. The commands fit these models using copula-based maximum- likelihood estimation.

Keywords: esbinary; edbinary; ssbinary; endogeneity; treatment effects; binary outcome; copula-based maximum-likelihood estimation; endogenous switching model; sample selection (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1177/1536867X221140943

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