Title: | Instrumental Variables Probit Model |
---|---|
Description: | Compute the instrumental variables probit model using the Amemiya's Generalized Least Squares estimators (Amemiya, Takeshi, (1978) <doi: 10.2307/1911443>). |
Authors: | Zaghdoudi Taha |
Maintainer: | Zaghdoudi Taha <[email protected]> |
License: | GPL-3 |
Version: | 1.1 |
Built: | 2024-11-02 03:56:45 UTC |
Source: | https://github.com/cran/ivprobit |
In this package we compute the instrumental variables probit model using the generalized least squares estimator. This package comprises function that deal with endogeneity misspecification especially when correlation between regressors and error term is determinited and which produce inconsistent results.
Package: | ivprobit |
Type: | Package |
Version: | 1.1 |
Date: | 2018-02-21 |
License: | GPL-3 |
Taha Zaghdoudi
Taha Zaghdoudi <[email protected]>
Foreign-Exchange Derivatives Use By Large U.S. Bank Holding Com-panies (1996-2000).
data(eco)
data(eco)
A data frame with 794 rows and 22 variables
Instrumental Variables Probit function
ivprobit(formula, data)
ivprobit(formula, data)
formula |
y~x|y1|x2 whre y is the dichotomous l.h.s.,x is the r.h.s. exogenous variables, y1 is the r.h.s. endogenous variables and x2 is the complete set of instruments |
data |
the dataframe |
############################################ # Fit the ivprobit model ############################################ # Load data data(eco) ############################################ pro<-ivprobit(d2~ltass+roe+div|eqrat+bonus|ltass+roe+div+gap+cfa,eco) summary(pro)
############################################ # Fit the ivprobit model ############################################ # Load data data(eco) ############################################ pro<-ivprobit(d2~ltass+roe+div|eqrat+bonus|ltass+roe+div+gap+cfa,eco) summary(pro)
Summary
## S3 method for class 'ivprobit' summary(object, ...)
## S3 method for class 'ivprobit' summary(object, ...)
object |
is the object of the function |
... |
not used |