[Limdep Nlogit List] bivariate probit selection

Brendan Cushing-Daniels bdaniels at gettysburg.edu
Wed Nov 28 08:38:54 EST 2007


Actually, while I'm at it, may I ask if anyone can point me in the
direction of a sample selection model that corrects for an endogenous
RHS variable at the same time?  For example, suppose I am estimating a
wage equation controlling for selection bias into full-time work, but I
also want to allow for the possibility that marital status is
endogenous.

Thanks, again.

Brendan


-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of Brendan
Cushing-Daniels
Sent: Tuesday, November 27, 2007 4:31 PM
To: Limdep and Nlogit Mailing List
Subject: [Limdep Nlogit List] bivariate probit selection

I am trying to estimate a model in which there are two selection
problems.  Intuitively, it seems to me that a bivariate probit selection
rule is the way to handle this.  I see in the LIMDEP help file under
SELECTION that another model based on the original framework is the
Bivariate Probit Selection Rule, but I can't find further information on
this either in the electronic help menu or in my LIMDEP manuals.  Can
anyone point me in the right direction for the specification of this
model and for the technical details?

Thanks,

Brendan

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