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st: Heckman two-step estimator


From   Sridhar Telidevara <[email protected]>
To   [email protected]
Subject   st: Heckman two-step estimator
Date   Sun, 14 Feb 2010 02:07:51 -0500

How would one go about estimating Heckman two-step estimator if both
the stages involve ordinal outcomes. Say the first stage has 5 levels
and the second stage has 3 levels. How would one calculate
inverse-mills ratio in the first step and incorporate them in the
second step. I would highly appreciate your help.

Thanks,

Sridhar
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