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st: Probit with two levels of selection?


From   "Amber Katz" <[email protected]>
To   statalist <[email protected]>
Subject   st: Probit with two levels of selection?
Date   Thu, 4 May 2006 10:25:06 -0400

I have a probit model

y1:XB+e>0

which is only observed if

y2:XB+e>0

which, in turn, is only observed if

y3:XB+e>0

The one-level selection is easy to do in Stata.  Is there a way to do
two-level selection.

Thanks very much,
Rachel

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