[Limdep Nlogit List] A selection qeustion
Dr. Anat Tchetchik
manes at agri.huji.ac.il
Thu Oct 18 20:14:44 EST 2007
Thank you!
-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au [mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of William Greene
Sent: Thursday, October 18, 2007 2:18 AM
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] A selection qeustion
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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