Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Heckman probit model with endogenous explanatory variables


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Heckman probit model with endogenous explanatory variables
Date   Sun, 24 Feb 2008 15:38:14 +0100

Have a look at -cmp- from SSC
Nicola
At 02.33 23/02/2008 -0500, you wrote:
>dear all,
>I have estimated an Heckman probit model, but I realize now that I have 
>included two potentially endogenous explanatory variables (both in the 
>selection and the main probit).
>Do you reckon that estimating an ivprobit (selection process), retrieving the 
>inverse Millís ratio and adding it to another ivprobit (main equation) would be 
>an appropriate two-step procedure? If this is not the case (because of the non-
>linearity of the main equation), I would be grateful if you could suggest me a 
>Stata command (built in or not) that allows to instrument these variables. 
>thank you very much for your help
>Maria 

*
*   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