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FLEX: Stata module for flexible pseudo maximum likelihood estimation of models for doubly-bounded data

João Santos Silva, Silvana Tenreyro and Kehai Wei
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Kehai Wei: University of Essex

Statistical Software Components from Boston College Department of Economics

Abstract: flex estimates flexible models for doubly-bounded data using Bernoulli pseudo maximum likelihood. The models may have one or two shape parameters and generalize the logit specification for fractional data suggested by Papke and Wooldridge (1996, "Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates," Journal of Applied Econometrics, 11, 619-632).

Language: Stata
Requires: Stata version 11
Keywords: bounded data; censored data; Bernoulli; pseudo-ML (search for similar items in EconPapers)
Date: 2013-11-23, Revised 2016-06-25
Note: This module should be installed from within Stata by typing "ssc install flex". 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/f/flex.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/flex_ml.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/flex_ml1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/flex.sthlp help file (text/plain)

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