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st: Sample Selection in Panels And Stata

From   "Martin Weiss" <>
To   <>
Subject   st: Sample Selection in Panels And Stata
Date   Thu, 31 Jul 2008 17:09:17 +0200

Dear Statalisters,

does anyone know whether the estimator described in Kyriazidou(1997) and
Hsiao(2003), ch. 8.4.2, is implemented in Stata? I cannot find the name of
the author in the index manual [I]. There was some discussion on the subject
in from which I
understand that it was not implemented in 2005. Has anything changed there?
Is anyone familiar with an example in a paper employing Stata?

-findit sample selection panel- and -findit kyriazidou- do not throw up
anything useful...


Kyriazidou, Ekaterini (1997), Econometrica, Vol. 65, No. 6, pp. 1335-1364
Hsiao, Cheng (2003), Analysis of Panel Data, second ed., Cambridge
University Press

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