CDSIMEQ: A program to implement two–stage probit least squares
Abstract. The cdsimeq command implements the two-stage probit least squares
estimation method described in Maddala (1983) for simultaneous equations
models in which one of the endogenous variables is continuous and the other
endogenous variable is dichotomous. The cdsimeq command implements
all the necessary procedures for obtaining consistent estimates for the
coefficients, as well as their corrected standard errors.
View all articles by this author:
Omar M. G. Keshk, Ph. D.
View all articles with these keywords:
simultaneous equations, Amemiya, Maddala, continuous endogenous, dichotomous endogenous, 2SPLS, 2SLS, instruments, standard errors
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