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

Taha Zaghdoudi
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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.
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用一个R包估计具有连续内生回归量的概率模型
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。
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