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AW: st: RE: Heckman two-step estimator


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: RE: Heckman two-step estimator
Date   Sun, 14 Feb 2010 15:41:46 +0100

<> 

This example runs without a hitch for me:

*************
clear*
cmp setup
webuse laborsup
gen byte kids2 = kids + int(uniform()*3)
cmp (kids=fem_educ) (kids2=fem_educ), ind($cmp_oprobit $cmp_oprobit) nolr
tech(dfp) qui
*************


You may want to -ssc uninstall cmp- and then -ssc inst cmp-. 

What does -which cmp- give you?


HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Sridhar
Telidevara
Gesendet: Sonntag, 14. Februar 2010 15:34
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: RE: Heckman two-step estimator

Thank you Martin. I ran a bivariate seeming unrelated ordered probit
just to understand the command. It says ghk2setup() not found.
However, ghk2 is already installed and the software is up-to-date. I
am using stata11. I also ran an example given in the help. It says the
same. Searched web to learn more about ghk2setup() but no clue as to
what is happening.

Any thoughts?

Thanks,

Sridhar

On Sun, Feb 14, 2010 at 4:47 AM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
> Have you tried -ssc d cmp-?
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sridhar
> Telidevara
> Sent: Sonntag, 14. Februar 2010 08:08
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Heckman two-step estimator
>
> How would one go about estimating Heckman two-step estimator if both
> the stages involve ordinal outcomes. Say the first stage has 5 levels
> and the second stage has 3 levels. How would one calculate
> inverse-mills ratio in the first step and incorporate them in the
> second step. I would highly appreciate your help.
>
> Thanks,
>
> Sridhar
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