st: sample selection in panel probit model

[Axel Heitmueller <Axel.Heitmueller@dwp.gsi.gov.uk>]

Hi there,

I was wondering if anyone has ever tried to test (and if necessary correct ) for sample selection in xtprobit models? In particular I'm wondering whether one can use the Wooldridge (1995) approach or any of the variable addition tests suggested by Verbeek and Nijman (1992)? Those work fine with the reg command but I'm less certain about xtprobit re and pa models, especially whether the standard errors are valid.

Many thanks

Axel

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