Maximum likelihood and two-step estimation of an ordered-probit selection model

Richard Chiburis () and Michael Lokshin ()
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Richard Chiburis: Princeton University

Stata Journal, 2007, vol. 7, issue 2, pages 167-182

Abstract: We discuss the estimation of a regression model with an ordered- probit selection rule. We have written a Stata command, oheckman, that computes two-step and full-information maximum-likelihood estimates of this model. Using Monte Carlo simulations, we compare the performances of these estimators under various conditions. Copyright 2007 by StataCorp LP.

Keywords: oheckman; selection bias; ordered probit; maximum likelihood (search for similar items in EconPapers)
Date: 2007
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