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st: STATA Code for probit models
From
nil sen <[email protected]>
To
[email protected]
Subject
st: STATA Code for probit models
Date
Tue, 14 Sep 2010 14:38:09 -0500
Hello Statalist,
(1) Is there any similar STATA code as 'cdsimeq' (for 2stage
estimation of simultaneous equations model with probit and continuous
endogenous outcome variables) as proposed in Maddala (1983), CH#8,
Model 5, USING PANEL DATA?
(2) Is there any STATA code for TWO STEP CONDITIONAL MAXIMUM
LIKELIHOOD as proposed by Rivers and Vuong (in their paper 'Limited
Information Estimators and Exogeneity Tests For Simultaneous Probit
Models, Journal of Econometrics 1988, 39, 347-366')?
Please let me know. I will highly appreciate your help.
Regards,
Nil
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