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st: Date: Mon, 14 Feb 2005 18:32:27 +0100


From   "Alexandru Voicu" <voicu@iza.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Date: Mon, 14 Feb 2005 18:32:27 +0100
Date   Mon, 14 Feb 2005 12:32:41 -0500 (EST)

I am trying to estimate the following model:

Y1* = X1*B1 + e1;
Y2* = X2*B2 + e2;
P* = Z*gamma + e3; P=1 if P*>0, 0 else;
M* = Q*theta + e4; M=1 if M*>0, 0 else;

Observe
Y = (Y1* * I(M=1)+ Y2* * I(M=0)) if P=1
Y is not observed for P=0

E1,e2,e3,e4, are jointly normally distributed.

Has anybody programmed the maximum likelihood or maximum simulated
likelihood procedure for this?



Alexandru Voicu
Research Associate
IZA,Schaumburg-Lippe-Str. 7/9, D-53113 Bonn
Phone : +49 228 3894 527
Email : voicu@iza.org 

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