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st: 2 stage selection model with second stage ordered probit


From   "Tory Benya" <vxh131@psu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: 2 stage selection model with second stage ordered probit
Date   Sun, 30 Mar 2003 09:54:18 -0500 (EST)

Dear Mr. Moore,
Thank you for your reply.

To the Stata community:
I tried estimating the model (a 2-stage selection model, with a first stage
probit and a second stage ordered probit) in LIMDEP, but LIMDEP has been, to
say the least, uncooperative.  With regard to the heckprob ado - is there
anywhere I can go, or any books someone would recommend, on programming in
Stata?  I've taken classes in C++ in the past, so picking up syntax etc. is not
(probably) going to be an issue.  
Both myself and my advising professor would be most grateful to figure out how
to implement this!


--- In statalist@yahoogroups.com, "David Moore" <davem@h...> wrote:
> You can estimate this model in LIMDEP, but I'm not aware of any programs in
> Stata that implement it.  That's not to say it can't be done.  It just means
> you'll have to roll your own.  Anyone interested should probably start with
> the heckprob ado, which will take you (approximately) 85% of the way there.
> 
> > -----Original Message-----
> > From: owner-statalist@h...
> > [mailto:owner-statalist@h...]On Behalf Of Tory Benya
> > Sent: Friday, March 28, 2003 10:09 AM
> > To: statalist@h...
> > Subject: st: 2 stage selection model with second stage ordered probit
> >
> >
> > Greetings,
> > I am an undergrad working on my honor's thesis in political
> > science.  I need to
> > know if there is any way to run a Heckman selection model with a
> > second stage
> > ORDERED PROBIT.  Is there a package I can download, or something
> > else I can do?
> > Any advice would be greatly appreciated.
> >
> > Don't let your successes go to your head ...
> > But don't let your failures go to your heart.
> > *
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> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> >

*
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