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  • cmp and fractional outcome model with binary endogenous variable

    Can cmp be used to estimate the case of a model with a fractional outcome (y1) and a binary endogenous variable (y2)? Wooldridge discusses this in his 2014 Journal of Econometric paper on "Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables" (see section 4 of the paper). Would the command: cmp (y1 = y2 z1) (y2= z1 z2), ind($cmp_frac $cmp_probit) vce(robust) work here? Here z1 and z2 are exogenous explanatory variables. Thank you in advance.
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