Home  >>  Archives  >>  Volume 3 Number 2  >>  st0038

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

Subscribe to the Stata Journal 		cover

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

Omar M. G. Keshk, Ph. D.
The Ohio State University
[email protected]
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.
Terms of use     View this article (PDF)

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

Download citation: BibTeX  RIS

Download citation and abstract: BibTeX  RIS