[R] How to obtain a consistent estimator with a binary response model with endogenous explanatory variables?

John Fox j|ox @end|ng |rom mcm@@ter@c@
Wed Sep 28 21:47:30 CEST 2022

Dear John,

The Wikipedia page to which you refer appears to have all the 
information you need to write your own straightfoward R program for the 
2SLS or ML estimator for a probit model.

I hope this helps,

On 2022-09-28 8:50 a.m., Sun, John wrote:
> Dear All,
> 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.
> https://en.wikipedia.org/wiki/Binary_response_model_with_continuous_endogenous_explanatory_variables
> Best regards,
> John
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John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
web: https://socialsciences.mcmaster.ca/jfox/

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