Package 'ivprobit'

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

Help Index


Instrumental Variables Probit Model

Description

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.

Details

Package: ivprobit
Type: Package
Version: 1.1
Date: 2018-02-21
License: GPL-3

Author(s)

Taha Zaghdoudi

Taha Zaghdoudi <[email protected]>


Foreign-Exchange Derivatives Use By Large U.S. Bank Holding Com-panies (1996-2000).

Description

Foreign-Exchange Derivatives Use By Large U.S. Bank Holding Com-panies (1996-2000).

Usage

data(eco)

Format

A data frame with 794 rows and 22 variables


Instrumental Variables Probit function

Description

Instrumental Variables Probit function

Usage

ivprobit(formula, data)

Arguments

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

Examples

############################################
# 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

Description

Summary

Usage

## S3 method for class 'ivprobit'
summary(object, ...)

Arguments

object

is the object of the function

...

not used