[Limdep Nlogit List] Restricted estimation

Diane Dancer D.Dancer at econ.usyd.edu.au
Mon Sep 21 07:42:36 EST 2009

If you set rho to be zero, you can just use OLS on the selected observations.

Once rho = 0 you no longer have a selection model.

>>-----Original Message-----
>>From: limdep-bounces at limdep.itls.usyd.edu.au [mailto:limdep-
>>bounces at limdep.itls.usyd.edu.au] On Behalf Of Yen, Steven T
>>Sent: Monday, September 21, 2009 3:28 AM
>>To: limdep at limdep.itls.usyd.edu.au
>>Subject: [Limdep Nlogit List] Restricted estimation
>>Dear Limdepers
>>I am testing restricted estimation with the sample selection model by
>>imposing rho=0 (I have 15 regressors in the selection equation and level
>>equation). The restriction ";rst=..." seems to get ignored. Any clues?
>>probit ;lhs=d ;rhs=z ;hold $
>>select ;lhs=y ;rhs=x ;mle ;par
>>       ;rst=a1,a2,a3,a4,a5,a6,a7,a8,a9,a10,a11,a12,a13,a14,a15,
>>            b1,b2,b3,b4,b5,b6,b7,b8,b9,b10,b11,b12,b13,b14,b15,ss,0 $
>>Steven T. Yen
>><http://web.utk.edu/~syen/> Check out our postdoc opening at:
>>Limdep site list
>>Limdep at limdep.itls.usyd.edu.au

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