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st: STATA Code for probit models


From   nil sen <sen.nil09@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: STATA Code for probit models
Date   Tue, 14 Sep 2010 14:38:09 -0500

Hello Statalist,

(1) Is there any similar STATA code as 'cdsimeq' (for 2stage
estimation of simultaneous equations model with probit and continuous
endogenous outcome variables) as proposed in Maddala (1983), CH#8,
Model 5, USING PANEL DATA?

(2) Is there any STATA code for TWO STEP CONDITIONAL MAXIMUM
LIKELIHOOD as proposed by Rivers and Vuong (in their paper 'Limited
Information Estimators and Exogeneity Tests For Simultaneous Probit
Models, Journal of Econometrics 1988, 39, 347-366')?

Please let me know. I will highly appreciate your help.

Regards,

Nil
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