Have a look at -cmp- from SSC
Nicola
At 02.33 23/02/2008 -0500, you wrote:
>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
*
* 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/
