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st: Re: two stage probit

From   Christopher F Baum <>
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.


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