[Limdep Nlogit List] Selectivity Tobit with IV
Martin Linde-Rahr
Martin.Linde-Rahr at economics.gu.se
Fri Nov 24 01:45:25 EST 2006
Hi, I'm trying to estimate a selectivity Tobit with endogenous variables. The "inst" procedure seems not to work in this setting. What I try to do is
PROBIT ; LHS = z ; RHS = V ; Hold $
SELECT ; LHS = y1 ; RHS = X1 ; KEEP=YFIT
SELECT ; LHS=y2 ; RHS = X2; INST=X2 (but with YFIT instead) ; Tobit ; MLE $
The results show no sign of YFIT. Nor do the results change if I skip "inst" Any ideas anyone?
Martin Linde-Rahr
PhD
Department of Economics
Göteborg University
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