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st: Tobit-probit model with correlated errors


From   "Arkes, Jeremy" <arkes@rand.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Tobit-probit model with correlated errors
Date   Wed, 25 Feb 2004 09:55:10 -0800

Hi,

I am trying to estimate a Tobit-probit model that allows the errors 
of the two equations to be correlated.  The dependent variable of one 
equation would not be an explanatory variable in the other equation, 
so the 2 equations would just be linked by correlated error terms.   

In addition, I'd like to do the same, but with 2 Tobit models.

Does anyone know how to do this?

Thanks,

Jeremy

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