ivporbit:An R package to estimate the probit model with continuous endogenous regressors
Taha Zaghdoudi ()
MPRA Paper from University Library of Munich, Germany
One of the most important problem of misspeciﬁcation in the probit model is the correlation between regressors and error term. To deal with this problem, some commercial software gives a solution such as Stata. For the famous R language the ivprobit gives the users the way to estimate the instrumental probit model.
Keywords: Instrumental variables; probit model; generalized least squares estimator (search for similar items in EconPapers)
JEL-codes: C25 C36 C87 (search for similar items in EconPapers)
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