Control-function linear and probit models in Stata

Tom Stringham
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Tom Stringham: StataCorp

2025 Stata Conference from Stata Users Group

Abstract: Researchers often use control-function methods when traditional instrumental-variables methods lack desired flexibility. The new Stata commands cfregress cfregress cfregress cfregress and cfprobit cfprobit cfprobit cfprobit allow for specification of control-function linear and probit models and accommodate continuous, binary, fractional, and count endogenous variables, all while returning appropriately adjusted standard errors. This presentation will give a practical introduction to control functions and show how these commands can be useful in empirical work.

Date: 2025-08-08
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Persistent link: https://EconPapers.repec.org/RePEc:boc:usug25:04

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