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st: binomial probit with double sample selection


From   "Stephen P. Jenkins" <stephenj@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: binomial probit with double sample selection
Date   Thu, 27 Nov 2008 09:41:09 -0000

------------------------------

Date: Tue, 25 Nov 2008 09:36:21 +0000
From: Florin Vadean <fpv3@kent.ac.uk>
Subject: st: binomial probit with double sample selection

Hi all,

I was wondering whether there are any stata-files out there that can
estimate a probit with double sample selection in a one step ML 
procedure (i.e. heckprob with an additional selection equation)? I
would 
like to estimate the labour market participation of return migrants:
1. 
selection - decision to migrate or not; 2. selection - (for migrants 
only) decision to return or not

cheers

florin
-----------------------------

See discussion of a range of multivariate probit models, see

L. Cappellari and S. P. Jenkins, "Calculation of multivariate normal
probabilities by simulation, with applications to maximum simulated
likelihood estimation". The Stata Journal, 6 (2), June 2006, 156-189

There are a number of worked examples, including one with multiple
selections

Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
Director, Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374.  Fax: +44 1206 873151.
http://www.iser.essex.ac.uk  
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/ 
Downloadable papers and software: http://ideas.repec.org/e/pje7.html

Learn about the UK's new household panel survey, "Understanding
Society": http://www.understandingsociety.org.uk/


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