help single

Title

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

Syntax

single depvar [indepvars]
[, options]

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)