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st: Re: two stage probit


From   Christopher F Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: two stage probit
Date   Wed, 15 Sep 2004 08:39:21 -0400

On Sep 14, 2004, at 2:33, statalist-digest wrote:


Seems like two stage probit is the flavour of the month! I have recently read
a paper that does what you did (Bernheim et al 2001) and to get the standard
errors, he uses the bootstrap. Not sure if the results are reliable, but a
simple way of incorporating predicted values into your second stage.
Patricia
See
http://ideas.repec.org/a/tsj/stataj/v3y2003i2p157-167.html

Kit

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