IVPROB-IVTOBIT6: Stata modules to estimate instrumental variables probit and tobit

Joseph Harkness ()
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Joseph Harkness: Institute for Policy Studies, The Johns Hopkins University

Statistical Software Components from Boston College Department of Economics

Abstract: These programs implement Amemiya Generalized Least Squares (AGLS) estimators for probit and tobit with endogenous regressors. Newey (J.Metr. 1987, eq. 5.6) provides the formulas used. The endogenous regressors are treated as linear functions of the instruments and the other exogenous variables. ivprob and ivtobit are used for estimating probit models where one or more of the independent variables is endogenous. Neither weights nor the robust option are implemented. divprob produces marginal effects for ivprob. The ivtobit6 routine was previously named ivtobit, but renamed to avoid confusion with Stata 9's ivtobit command. Stata 9.x users should use official ivprobit and ivtobit.

Language: Stata
Requires: Stata version 6.0
Keywords: probit; tobit; instrumental variables (search for similar items in EconPapers)
Date: 2000-12-18, Revised 2005-10-24
Note: This module may be installed from within Stata by typing "ssc install ivprob-ivtobit6". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/d/divprob.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/divprob.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivprob.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivprob.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivtobit6.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivtobit6.hlp help file (text/plain)

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