[R] How to obtain a consistent estimator with a binary response model with endogenous explanatory variables?
j|ox @end|ng |rom mcm@@ter@c@
Wed Sep 28 21:47:30 CEST 2022
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.
> Best regards,
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
John Fox, Professor Emeritus
Hamilton, Ontario, Canada
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