Sun, John
2022-Sep-28 12:50 UTC
[R] How to obtain a consistent estimator with a binary response model with endogenous explanatory variables?
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