[Limdep Nlogit List] endogenizing a count estimation within a probit
wgreene at stern.nyu.edu
Sat Jun 14 18:24:35 EST 2008
(1) No, there is no routine for a probit model with an endogenous
count variable. You would have to work out how the endogeneity
got into the model. The Poisson model does not have a disturbance
in it. So, what unobservables in the Poisson equation are
correlated with the unobservables in the probit model to induce
(2) I don't understand the second question. (Irrespective of the
answer to (1).) Is this suggesting a Poisson model with sample
selection - I have a couple working papers on this and you can
find a very long discussion in my recent Foundations and Trends
paper - then somehow dropped into a third (probit) equation? Or
----- Original Message -----
To: limdep at limdep.itls.usyd.edu.au
Sent: Thursday, June 12, 2008 5:15:49 PM (GMT-0500) America/Bogota
Subject: [Limdep Nlogit List] endogenizing a count estimation within a probit
In Limdep 9, there is a procedure that accommodates a probit endogenized within
a Poisson/negative binomial count model with selection.
I am in need of the converse. I am constructing a model of "Days in Labor
Market Programs" for a European sample, with selection, followed by a probit
estimating the probability of subsequent migration.
1. Is there a "hard wired" Limdep procedure for this type estimation?
2. If the answer to #1 above is yes, does it allow for selectivity in the
first step of the estimation?
Thanks in advance.
Robert A. Nakosteen
Professor, School of Management
University of Massachusetts/Amherst
Amherst, MA 01003
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Professor William Greene
Department of Economics
Stern School of Business
New York University
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New York, NY 10012
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