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| From | "Knoller, Christian" <knoller@bwl.lmu.de> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: Multivariate probit with sample selection |
| Date | Wed, 17 Aug 2011 21:01:23 +0200 |
Hello, I have a dataset that contains insurance choices of an insurance company's portfolio. Policyholders can decide whether to purchase a base contract or not. Those that have purchased the base contract can also purchase two additional coverages. I am interested in what policyholders purchase which of these two additional contracts. The problem is that I do not observe if policyholders that have not purchased the base contract would have purchased the additional coverages. So running a bivariate probit regression only using those policyholders that have purchased the base contract might cause some sample selection bias. Is it possible to estimate a bivariate probit regression with sample selection in advance, i.e. a model similar to heckprob but with an additional outcome equation, or in other words a model with one selection equation and two outcome equations? Thank you very much, Christian * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/