[Limdep Nlogit List] bivariate probit selection

[William Greene]

Hi, Brendan.
The sample selection model with bivariate probit selection
rule is documented in Section E23.6.7 in the version 8.0
manual, and E31.4.2 in the Version 9.0 manual.  It's a two
step least squares estimator, of the same form as (but more
complicated than) the original "Heckit" two step method.
Regards,
Bill

----- Original Message -----
From: "Brendan Cushing-Daniels" <bdaniels at gettysburg.edu>
To: "Limdep and Nlogit Mailing List" <limdep at limdep.itls.usyd.edu.au>
Sent: Tuesday, November 27, 2007 4:31:07 PM (GMT-0500) America/Bogota
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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-- 
Professor William Greene
Department of Economics
Stern School of Business
New York University
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