Re: [R] How to obtain a consistent estimator with a binary response model with endogenous explanatory variables?

Dear John (again), I was surprised that you were unable to find an existing R function that estimates a probit model by IV and so I tried a Google search for "probit instrumental variables R", which turned up the ivprobit package as the first hit. That package is also mentioned in the

Re: [R] How to obtain a consistent estimator with a binary response model with endogenous explanatory variables?

Dear John, The Wikipedia page to which you refer appears to have all the information you need to write your own straightfoward R program for the 2SLS or ML estimator for a probit model. I hope this helps, John On 2022-09-28 8:50 a.m., Sun, John wrote: Dear All, I stumbled on a Wikipedia

[R] How to obtain a consistent estimator with a binary response model with endogenous explanatory variables?

Dear All, I stumbled on a Wikipedia page describing the Two stage least-squares with a probit model with implementing a consistent estimator in binary variable regression. How do I implement this method in R? It is related to instrumental variables estimator. I looked in ivreg and plm package