[Limdep Nlogit List] Sample selection model where yit is binary

William Greene wgreene at stern.nyu.edu
Tue Feb 12 10:34:47 EST 2008


Aaron. The bivariate probit with sample selection that you are looking
for is on page E21-25 of the 9.0 manual.
/Bill Greene
----- Original Message -----
From: "Aaron Wells" <Aaron.Wells at healthways.com>
To: limdep at limdep.itls.usyd.edu.au, limdep-bounces at limdep.itls.usyd.edu.au
Sent: Monday, February 11, 2008 6:02:53 PM (GMT-0500) America/Bogota
Subject: [Limdep Nlogit List] Sample selection model where yit is binary

All - is anyone aware of an estimator in Limdep for a problem involving
sample selection, where upon selection yit* = 1,0 (as opposed to
continuous, as the Heckman and MLE estimators appear to be set up for).
I have investigated section E23.8 of V8 Limdep, but my problem does not
necessarily involve simultaneity.  

Thank you


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Professor William Greene
Department of Economics
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