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st: RE: st " "Dummy Endogenous Variables in a Simultaneous Equation System" Hekman 78 in Stata


From   "David Radwin" <dradwin@mprinc.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: st " "Dummy Endogenous Variables in a Simultaneous Equation System" Hekman 78 in Stata
Date   Tue, 4 Sep 2012 16:20:02 -0700 (PDT)

Ayman,

The help file for the official -heckman- command doesn't explicitly refer
to the 1978 article but does refer to this one:

  Heckman, J. 1979. Sample selection bias as a specification error.
Econometrica 47:153-161.

Will that work for you?

Also, in the future please provide complete references as requested in the
Statalist FAQ.

David
--
David Radwin
Senior Research Associate
MPR Associates, Inc.
2150 Shattuck Ave., Suite 800
Berkeley, CA 94704
Phone: 510-849-4942
Fax: 510-849-0794

www.mprinc.com


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Ayman Farahat
> Sent: Tuesday, September 04, 2012 3:38 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: st " "Dummy Endogenous Variables in a Simultaneous Equation
> System" Hekman 78 in Stata
>
> Hello;
> I was wondering if there is a stata implementation of Heckman's 78 paper
> "Dummy Endogenous Variables in a Simultaneous Equation System". This is
> more general than the SURE or Bivariate probit in that it explicitly
> allows one variable to contemporaneously  impact the other variable.
> (other than the error covariance ).
> Best
> Ayman
>
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