dear all,
I have estimated an Heckman probit model, but I realize now that I have
included two potentially endogenous explanatory variables (both in the
selection and the main probit).
Do you reckon that estimating an ivprobit (selection process), retrieving the
inverse Mill�s ratio and adding it to another ivprobit (main equation) would be
an appropriate two-step procedure? If this is not the case (because of the non-
linearity of the main equation), I would be grateful if you could suggest me a
Stata command (built in or not) that allows to instrument these variables.
thank you very much for your help
Maria
-------------------------------------------------
This mail sent through IMP: http://horde.org/imp/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
