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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



Joanne Flavel
National Institute of Labour Studies
Flinders University

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