John Fox
2022-Sep-28 19:47 UTC
[R] How to obtain a consistent estimator with a binary response model with endogenous explanatory variables?
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, John 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 > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > 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 McMaster University Hamilton, Ontario, Canada web: https://socialsciences.mcmaster.ca/jfox/