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The Stata Journal
Volume 3 Number 2: pp. 157-167

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CDSIMEQ: A program to implement two–stage probit least squares

Omar M. G. Keshk, Ph. D.
The Ohio State University
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.
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View all articles with these keywords: simultaneous equations, Amemiya, Maddala, continuous endogenous, dichotomous endogenous, 2SPLS, 2SLS, instruments, standard errors

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