help single


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


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)


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.


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

h The bandwidth. The default is 0.2


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