Stata has the very useful command ivprobit. For example:

use http://www.stata-press.com/data/r11/laborsup.dta
ivprobit fem_work fem_educ kids (other_inc = male_educ)

Is there a package for doing this in R?


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  • $\begingroup$ If you Google it, you will find some nice tutorials like this. $\endgroup$ – Epaminondas May 6 '14 at 19:39
  • $\begingroup$ That link is for probit, I need IV Probit $\endgroup$ – Ignacio May 6 '14 at 19:44
  • $\begingroup$ You are right. My apologies... $\endgroup$ – Epaminondas May 6 '14 at 19:48

There is a package ivprobit for R, which does the same: http://cran.r-project.org/web/packages/ivprobit/index.html

#load data

There is the SemiParBIVProbit package which allows you to model fit continuous variables flexibly, but is simple to use without that functionality.


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