Dear Janet,
It sounds like you may be referring to a Cragg-type double hurdle model,
where the probit determines whether the censored dependent variable can
be observed or not.
If this is indeed the case, I have coded this and it can be downloaded
at the following site:
http://www.som.hw.ac.uk/somjaf/stata.htm
Hope that this is what you are looking for.
Julian
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Janet Phiri
Sent: 17 March 2004 18:15
To: [email protected]
Subject: st: Maximum likelihood estimation of tobit and probit
Hello,
Does anyone know how I can estimate a simultaneous equation of a tobit
and a
probit in Stata? That is, instead of a bivariate probit, do a similar
estimation but for a tobit and probit equation. I read something like
that
in a World Bank Review paper but I am not sure how do the estimation.
Thanks.
Janet
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