BRGLM: Stata module to perform bias-reduced estimation of binary response models

Johannes Kunz, Kevin Staub and Rainer Winkelmann

Statistical Software Components from Boston College Department of Economics

Abstract: brglm estimates bias-reduced probit, logit and cloglog models by iterative weighted least squares using the approach of Kosmidis and Firth (2009).

Language: Stata
Requires: Stata version 14.0
Keywords: GLM; probit; logit; cloglog; iterative weighted least squares; IWLS (search for similar items in EconPapers)
Date: 2017-11-22
Note: This module may be installed from within Stata by typing "ssc install brglm". 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/b/brglm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/brglm.sthlp help file (text/plain)

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