[Limdep Nlogit List] A selection qeustion

[William Greene]

Dear Professor Tchetchik:  The "Bivariate Probit with Selection" model that
you describe below has been available in LIMDEP for many years.  The program
contains a full information maximum likelihood estimator.  You can find
discussion of the model in my textbook, Econometric Analysis, in the
chapter on discrete choice models.
Sincerely,
William Greene, developer.

-- 
Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY   10012
http://www.stern.nyu.edu/~wgreene
212.998.0876

----- Original Message -----
From: "Dr. Anat Tchetchik" <manes at agri.huji.ac.il>
To: Limdep at limdep.itls.usyd.edu.au
Sent: Wednesday, October 17, 2007 9:52:04 AM (GMT-0500) America/Bogota
Subject: [Limdep Nlogit List] A selection qeustion

Hi  All,

 

We want to run a selection model which resemble the sample selection one but
the second equation is not a regression one, rather it is also a probit (a
"yes/no" decision that depends on a realization of "yes" on the first probit
equation). Any idea how to handle it? Does Limdep have a code for that?

 

Thanks in advance for any help

 

Anat Tchetchik, Ph.D.

The Department of Agricultural Economics

The Hebrew University of Jerusalem

Tel: 08-9489231

cell: 054-4928740

 

 

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