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st: bivariate probit in first stage of heckman model


From   Marian <yomarianopereira@yahoo.com.ar>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: bivariate probit in first stage of heckman model
Date   Tue, 23 Aug 2011 10:22:30 -0700 (PDT)

Dear all,

I'm estimating a model for the export share, and to correct the selection bias i use the Heckman model

my doubt is because in the first stage to calculate the inverse of mills i use a bivariate probit model instead of a probabilistic model. My question is if it's valid 

here is the syntax

biprobit (x1 y1 x2 y2) (x2 y2 x3), robust

Predictive p11, p11
generate phi = (1/sqrt (2 * _pi)) * exp (- (p11 ^ 2 / 2)) / * standardize it * /
generate capphi = normal (p11)
generate invmills = phi/capphi

reg x1 x2 x3 invmills2 export_share, robust

thank you!

Mariano

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