I am not sure I understood it correctly: one equation estimates the likelihood of being censored due to selection using a probit specification, while in the second stage a regression model is run??? You can have it done from -dhurdle-, which I found around there http://ideas.repec.org/p/boc/dsug07/05.html
Sorry if it doesn't help,
Nicola
P.S. I'll NOT receive/read any email but the Digest.
At 02.33 22/04/2009 -0400, Liam C Downey wrote:
>I would like to run a Tobit model using the the Heckman correction.
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