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ivporbit:An R package to estimate the probit model with continuous endogenous regressors

Taha Zaghdoudi ()

MPRA Paper from University Library of Munich, Germany

Abstract: 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)
Date: 2014-09-25
New Economics Papers: this item is included in nep-ger
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