[R] How to obtain a consistent estimator with a binary response model with endogenous explanatory variables?
j@un20 @end|ng |rom @|b@ny@edu
Wed Sep 28 14:50:28 CEST 2022
I stumbled on a Wikipedia page describing the Two stage least-squares with a probit model with implementing a consistent estimator in binary variable regression.
How do I implement this method in R? It is related to instrumental variables estimator. I looked in ivreg and plm package and found nothing I think related.
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