Distribution-free estimation of heteroskedastic binary response models in Stata

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dc.creatorBlevins, Jason R.
dc.creatorKhan, Shakeeb
dc.date2017-04-01T20:16:04Z
dc.date.accessioned2026-07-09T11:01:43Z
dc.descriptionIn this article, we consider two recently proposed semiparametric estimators for distribution-free binary response models under a conditional median restriction. We show that these estimators can be implemented in Stata by using the nl command through simple modifications to the nonlinear least-squares probit criterion function. We then introduce dfbr, a new Stata command that implements these estimators, and provide several examples of its usage. Although it is straightforward to carry out the estimation with nl, the dfbr implementation uses Mata for improved performance and robustness.
dc.identifierOther:st0310
dc.identifierdoi:10.22004/ag.econ.249809
dc.identifierhttps://ageconsearch.umn.edu/record/249809/files/sjart_st0310.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/249809
dc.identifier.urihttp://hdl.handle.net/123456789/624158
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/249809
dc.titleDistribution-free estimation of heteroskedastic binary response models in Stata
dc.typeText

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