SSM: Stata program to estimate endogenous switching and sample selection models for binary, count, and ordinal variables using ML

Alfonso Miranda and Sophia Rabe-Hesketh

Statistical Software Components from Boston College Department of Economics

Abstract: ssm is a gllamm `wrapper' that estimates by ML endogenous switching and sample selection models for binary, count, and ordinal variables. ssm accepts data in the usal wide form, has a straightforward syntax, and reports output in a manner that is easily interpretable. One important feature of ssm is that the log-likelihood can be evaluated using adaptive quadrature.

Language: Stata
Requires: Stata version 9.1
Keywords: endogenous switching; sample selection; binary; count; ordinal; maximum likelihood (search for similar items in EconPapers)
Date: 2005-12-08, Revised 2006-11-28
Note: This module should be installed from within Stata by typing "ssc install ssm". 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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http://fmwww.bc.edu/repec/bocode/s/ssm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/ssm.hlp help file (text/plain)

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