Thank you Martin. I ran a bivariate seeming unrelated ordered probit
just to understand the command. It says ghk2setup() not found.
However, ghk2 is already installed and the software is up-to-date. I
am using stata11. I also ran an example given in the help. It says the
same. Searched web to learn more about ghk2setup() but no clue as to
what is happening.
Any thoughts?
Thanks,
Sridhar
On Sun, Feb 14, 2010 at 4:47 AM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> Have you tried -ssc d cmp-?
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Sridhar
> Telidevara
> Sent: Sonntag, 14. Februar 2010 08:08
> To: [email protected]
> Subject: st: Heckman two-step estimator
>
> 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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>
> *
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