st: Two stage model question again

[Joanne Flavel <joanne.flavel@flinders.edu.au>]

I sent an email to the list a few days ago about trying to estimate a 
two stage panel data model to control for selection. I am using xtprobit 
in the first stage then I have a categorical outcome for my second 
stage. I was hoping to find a way to get consistent estimates given my 
second stage is not linear.

I have since read about cmp. Is it possible to use cmp with panel data? 
I don't see xtprobit listed in the choices in my readings so far. Can 
anybody give me advice on this? It would be much appreciated

Regards,
Joanne

--

Joanne Flavel
National Institute of Labour Studies
Flinders University

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