Dear John,
The Wikipedia page to which you refer appears to have all the
information you need to write your own straightfoward R program for the
2SLS or ML estimator for a probit model.
I hope this helps,
John
On 2022-09-28 8:50 a.m., Sun, John wrote:
Dear All,
I stumbled on a Wikipedia page describing the Two stage least-squares with a
probit model with implementing a consistent estimator in binary variable
regression.
How do I implement this method in R? It is related to instrumental variables
estimator. I looked in ivreg and plm package and found nothing I think related.
https://en.wikipedia.org/wiki/Binary_response_model_with_continuous_endogenous_explanatory_variables
Best regards,
John
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--
John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
web: https://socialsciences.mcmaster.ca/jfox/
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