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st: Re-posting of my question: Probit with selection for panel data


From   "Ogada, Maurice (ILRI)" <M.Ogada@cgiar.org>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Re-posting of my question: Probit with selection for panel data
Date   Thu, 24 May 2012 11:43:01 +0000

Dear all,

I had requested if any of you could bail me out with execution of probit with selection for panel data. Because nobody has responded so far, I am tempted to think that my question might have been unclear. Let me explain a little further: I am interested in analyzing two (apparently correlated binary models). Essentially bivariate probit is able to sort this out but (if I am not wrong) stata cannot handle bivariate probit for panel data. LIMDEP is able to do this but I am keen to compare the results with stata results (as a lover of stata). Maddala (1983) pg246-247 recommends 2-stage probit (which again if am not wrong is probit with selection). From the foregoing, I have two related questions:
1) How do we execute probit with selection (panel data) in stata?
2) In case 2-stage probit is different from probit with selection, how do we implement it in stata (panel data)?

Regards and best wishes,
Maurice.

Maurice Ogada  |  <Improving Markets>  |  International Livestock Research Institute  |  www.ilri.org 
P.O. Box 30709-00100 Nairobi Kenya  |  Tel: +254 20 422 3015  |  via USA Tel +1 650 833 6660  |  Fax: +254 20 422 3001
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