Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Initial conditions and the dynamic Heckman probit model


From   mx7312@albany.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: Initial conditions and the dynamic Heckman probit model
Date   Sat, 14 May 2005 18:23:41 -0400 (EDT)

Dear all,

Heckman (1981) suggested a technique to deal with the initial conditions
problem by using a probit model to approximate the probability of Yi0. 
Does anyone know an example of using the STATA to estimate such a model? 
Or would anyone who has done similar analyses before share some tips? 
Usually econometrics books and articles stop at presenting the related
formulas.  It would be very helpful to see some examples of using this
methods.

I would appreciate any help.

Min



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index