Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Re: GMM-estimation of probit models


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: GMM-estimation of probit models
Date   Tue, 21 Apr 2009 00:03:31 +0200

<>

I do not think that there is a routine at the moment, yet this problem is very similar (I imagine) to the one that Austin presented in Chicago, July 2008: http://www.stata.com/meeting/snasug08/nichols_gmm.pdf

If you can tweak those moment conditions from poisson to probit, you can write the thing yourself... Also note the command
-findit ivpois-


HTH
Martin
_______________________
----- Original Message ----- From: "Carlos Soares" <pipoca2140@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, April 20, 2009 11:54 PM
Subject: st: GMM-estimation of probit models


Dear Statalisters,

Would any of you know of a Stata routine to run GMM-estimation of
probit models with endogenous regressors?

Thanks,

Carlos
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index