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st: Re: Panel selection models


From   "Alejandro Lopez-Feldman" <alelopez@ucdavis.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Panel selection models
Date   Wed, 10 Nov 2004 20:05:15 -0800

Naceur,

As you realized I didn't get a definite answer  for my question about
selection models with fixed effects. The thing is that there is no user
written program to do this in STATA (I asked the guys at technical support
and that is the answer that they gave me).  I think that the options are:
a)use Kyriazidou method, she has a semiparametric program to do this (in
Gauss) but I think that the theory behind that is only valid for T=2.
b) If you can, use LIMDEP 8 to do this. William Greene has developed an
estimator for selection with fixed effects based on recent work that he has
been doing with a method to obtain probit  as well as tobit fixed effects.

Alejandro


----- Original Message ----- 
From: "Naceur Khraief" <nkhraief@ecn.ulaval.ca>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, November 10, 2004 6:02 PM
Subject: st: Panel selection models


> HI USERS
>
> I want to know if any of you know if there is a code available in STATA to
estimate a fixed effects selection model with panel data?  this question has
been asked before by my collegue feldman ( The University of California,
Davis),  but I couldn't find a response that I liked in the archives. I hope
someone will be able to help me with this.
> Thanks in advance.
> Naceur
>
>
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