Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: bivariate probit in first stage of heckman model

From   Marian <>
To   "" <>
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!


*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index