Distribution-Free Estimation of Heteroskedastic Binary Response Models in Stata
نویسندگان
چکیده
منابع مشابه
Distribution-Free Estimation of Heteroskedastic Binary Response Models in Stata
This paper considers two recently proposed semiparametric estimators for distribution-free binary response models under a conditional median restriction. It shows that these estimators can be implemented in Stata using nl through simple modifications to the nonlinear least squares probit criterion function. We then introduce dfbr, a new Stata command which implements these estimators, and provi...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2013
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x1301300309