[Limdep Nlogit List] Endogeneity in a tobit model with selectivity

andrea.mannberg at econ.umu.se andrea.mannberg at econ.umu.se
Fri Jan 22 08:58:41 EST 2010

Dear all,

Is this an adequate approach to deal with endogeneity in a tobit model
with selectivity?

REGRESS ; Lhs=lifeexp ; Rhs=x; Keep=fy; Hold$
PROBIT ; Lhs=hadsex;Rhs=v; Hold $
SELECT; Lhs=index_c; Rhs=z,fy; 2step=fy;TOBIT;MLE $

This code seems to work but I’m not sure that it the correct way to
approach the problem.

I’m immensely grateful for all comments and suggestions!

Best regards

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