help single
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Title

    machado --     Single index estimation method from Ichimura (1993)


Syntax

        single depvar [indepvars] {if} [, options]

    options               Description
    -------------------------------------------------------------------------
    Model
      h                    Bandwidth of the single estimation method
      m                    Number of iterations
      q                    Number of quantiles computed for Machado-Mata
                            method
      variance             Estimation of variance (1 = yes)
      method               Method of estimation (see below)

Description

    machado Estimates the beta-coefficients of the single index method from
    Ichimura. The method is fit for probit estimation and estimates the
    probit model for normalization. The coefficient of the first regresor and
    the constant arre normalized. Note that the first regressor need to be a
    continuous variable.

Options

        +-------+
    ----+ Model +------------------------------------------------------------

    h The bandwidth. The default is 0.2


Examples

        . single y x1 x2 x3 x4, h(0.4)