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Re: st: Sample selection variable for bivariate probit selection


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Sample selection variable for bivariate probit selection
Date   Fri, 25 Jan 2008 13:37:30 +0000 (GMT)

--- Carlos Gamero <[email protected]> wrote:
> Thank you very much for your answer. The only question is that I dont
> think I have two selection equations. I think I have one (do you work
> or not) but it must be estimated using a bivariate probit model,
> because the "being in education" decission is not exogenous, i.e., if
> you do work, then you probably find it harder to study (and vice 
> versa). That's why I would like to estimate the selection equation as
> part of a bivariate probit model and, then, somehow take account of
> the selection problem later in the satisfaction equation (estimated
>  as another probit model).

Ok, I think I understand your question now. However, what you want to
do sounds like overkill to me: you are tyring to correct the
correction. Moreover, both models rely on pretty strong assumptions,
bunching them together only makes that worse. I would just go for 
-heckprob-, but if you really want to do it, than you should write down
the likelihood and maximize it using -ml-. If you want to go down that
road you will probably want to buy
http://www.stata.com/bookstore/mle.html . But I really don't think it
is worth the effort.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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