I want to implement the copula based endogeneity correction approach in a random coefficient Logit model as discussed in the Park and Gupta ( Instrument free endogeneity reduction methods 2012 in SAGE ). Is there any package in Stata that can help me estimate the model.
Hint: There is one R package "Endo" that allow to estimate a OLS model.
Park and gupta paper: https://pubsonline.informs.org/doi/e...mksc.1120.0718
Hint: There is one R package "Endo" that allow to estimate a OLS model.
Park and gupta paper: https://pubsonline.informs.org/doi/e...mksc.1120.0718