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st: type5 tobit and imr


From   ordinary least squares <regression_ols@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: type5 tobit and imr
Date   Tue, 2 Nov 2004 03:42:24 -0800 (PST)

Dear listers,
I try to conduct switching regression without using
movestay which requires Stata8. 

Specification
y1=a1+b1x1+u1 if d=1
y2=a2+b2x2+u2 if d=0
d=cz+v

Command in Stata7
probit d z
predict phat,xb
gen
mills1=exp(-.5*phat^2)/(sqrt(2*_pi)*normprob(phat))
gen
mills2=exp(-.5*phat^2)/(1-(sqrt(2*_pi)*normprob(phat)))
reg y1 x1 mills1
reg y2 x2 mills2

Is this correct? Any help will be appreciated.



		
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