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st: probit in 3 steps

From   "Stephen P. Jenkins" <>
To   <>
Subject   st: probit in 3 steps
Date   Fri, 21 Jul 2006 10:16:51 +0100

Date: Thu, 20 Jul 2006 14:01:54 -0400 (CLT)
Subject: st: probit in 3 steps


I am trying to run a probit model with 2 previous selections
equations.  Stata
has the comand heckprob for 1 previous selection equation.
I don`t know how I can run this model.
I hope your help.
Thank you.

An article in the most recent Stata Journal (vol 6 no. 2) by Lorenzo
Cappellari and me discusses how to estimate multivariate probit models
with selection (-heckprob- is the special case of a bivariate probit
with one selection). We discuss an example and provide code for a
trivariate probit with one selection, but you should be able to adapt
the code easily enough. The Stata programs and example do files are
downloadable from the SJ site

SJ-6-2  st0101  .  Multivar. normal probabilities by simulation, with
MSL est.
        (help mvnp, mdraws if installed)  . .  L. Cappellari and S. P.
        Q2/06   SJ 6(2):4--37
        discusses methods for calculating multivariate normal
        probabilities by simulation and introduces two commands:
        mdraws and egen mvnp()

Professor Stephen P. Jenkins <>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374.  Fax: +44 1206 873151.  
Survival Analysis using Stata: 

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