[Limdep Nlogit List] Estimating non-linear equations with endogenous regressors and selection
wgreene at stern.nyu.edu
Tue Jan 19 12:18:05 EST 2010
Minti. I'm afraid not. The SELECT command has only that one option,
TOBIT. However, there is a POISSON MLE for the sample selection model.
There is also an ordered probit/selection estimator provided by the
program. The BIVARIATE_PROBIT with selection is a sample selection
model that is also fit by MLE. All of these are documented separately
in the manual.
----- Original Message -----
From: "Mintewab Bezabih" <Mintewab.Bezabih at port.ac.uk>
To: limdep at limdep.itls.usyd.edu.au
Sent: Monday, January 18, 2010 7:47:57 PM GMT -05:00 Colombia
Subject: [Limdep Nlogit List] Estimating non-linear equations with endogenous regressors and selection
I have been estimating a tobit model with selection and an endogenous regressor using the code below (and it seems to work). However I have alternative measures of the dependent variable ( dichotomous, categorical). I wonder if I can just modify this specification from tobit to probit/poisson/ordered probit as I change my dependent variable?
Below is the code I used for tobit with selection.
VLIFEEXP, AGE_10, AGE_2, CHILDEXP ; Hold $
select;TOBIT; Lhs = RISKp ; Rhs = ONE, BLACK, COLOURED, FEMALE, EDUC, INFHIV,
HIVKNOW, MLIFEEXP, VLIFEEXP, AGE_10$
MAXIMIZE;Labels = b0,b1,b2
; start = 0,0,0
; Fcn = b0+b1*educ+b2*BLACK;INST=CONDOM,BLACK,COLOURED;mle $
Many thanks in advance.
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