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st: Two stage model question again


From   Joanne Flavel <[email protected]>
To   [email protected]
Subject   st: Two stage model question again
Date   Fri, 08 Oct 2010 12:35:54 +1030

I sent an email to the list a few days ago about trying to estimate a two stage panel data model to control for selection. I am using xtprobit in the first stage then I have a categorical outcome for my second stage. I was hoping to find a way to get consistent estimates given my second stage is not linear.

I have since read about cmp. Is it possible to use cmp with panel data? I don't see xtprobit listed in the choices in my readings so far. Can anybody give me advice on this? It would be much appreciated

Regards,
Joanne

--

Joanne Flavel
National Institute of Labour Studies
Flinders University

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