用一个R包估计具有连续内生回归量的概率模型

ERN: Econometric Software (Topic) Pub Date : 2014-10-10 DOI:10.2139/ssrn.2811749

Taha Zaghdoudi

{"title":"用一个R包估计具有连续内生回归量的概率模型","authors":"Taha Zaghdoudi","doi":"10.2139/ssrn.2811749","DOIUrl":null,"url":null,"abstract":"One of the most important problem of misspeciﬁcation in the probit model is the correlation between regressors and error term. To deal with this problem, some commercial software gives a solution such as Stata. For the famous R language the ivprobit gives the users the way to estimate the instrumental probit model.","PeriodicalId":438593,"journal":{"name":"ERN: Econometric Software (Topic)","volume":"31 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"ivporbit: An R Package to Estimate the Probit Model with Continuous Endogenous Regressors\",\"authors\":\"Taha Zaghdoudi\",\"doi\":\"10.2139/ssrn.2811749\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"One of the most important problem of misspeciﬁcation in the probit model is the correlation between regressors and error term. To deal with this problem, some commercial software gives a solution such as Stata. For the famous R language the ivprobit gives the users the way to estimate the instrumental probit model.\",\"PeriodicalId\":438593,\"journal\":{\"name\":\"ERN: Econometric Software (Topic)\",\"volume\":\"31 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-10-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Econometric Software (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.2811749\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Econometric Software (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2811749","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 0

摘要

probit模型中最重要的错误描述问题之一是回归量与误差项之间的相关性。针对这一问题，一些商业软件给出了解决方案，如Stata。对于著名的R语言，ivprobit为用户提供了估计工具probit模型的方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

ivporbit: An R Package to Estimate the Probit Model with Continuous Endogenous Regressors

One of the most important problem of misspeciﬁcation in the probit model is the correlation between regressors and error term. To deal with this problem, some commercial software gives a solution such as Stata. For the famous R language the ivprobit gives the users the way to estimate the instrumental probit model.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

ERN: Econometric Software (Topic)

自引率

0.00%

发文量