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


From   <S.Jenkins@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: st " "Dummy Endogenous Variables in a Simultaneous Equation System" Hekman 78 in Stata
Date   Wed, 5 Sep 2012 09:06:46 +0100

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

Date: Tue, 4 Sep 2012 15:38:23 -0700 (PDT)
From: Ayman Farahat <ayman.farahat@yahoo.com>
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
-------------------------

Look at -mvprobit- and/or -cmp- on SSC, and the associated Stata Journal
articles. Regardless of pure computational issues, you need to check the
coherency of your equation system.



Stephen
------------------
Professor Stephen P. Jenkins <s.jenkins@lse.ac.uk>
Department of Social Policy and STICERD
London School of Economics and Political Science
Houghton Street, London WC2A 2AE, UK
Tel: +44(0)20 7955 6527
Changing Fortunes: Income Mobility and Poverty Dynamics in Britain, OUP
2011, http://ukcatalogue.oup.com/product/9780199226436.do
Survival Analysis Using Stata:
http://www.iser.essex.ac.uk/survival-analysis
Downloadable papers and software: http://ideas.repec.org/e/pje7.html




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