Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity

Juan Muro (), Cristina Suarez and Marıa del Mar Zamora ()
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Marıa del Mar Zamora: Universidad de Alcala

Stata Journal, 2010, vol. 10, issue 2, 252-258

Abstract: We outline a fairly simple method to obtain in Stata Murphy–Topel- corrected variances for a two-step estimation of a heckprobit model with endo- geneity in the main equation. The procedure uses predict’s score option and the powerful matrix tool accum in Stata and builds on previous works by Hardin (2002, Stata Journal 2: 253–266) and Hole (2006, Stata Journal 6: 521–529). Copyright 2010 by StataCorp LP.

Keywords: binary choice model; heckprobit; selectivity; endogenous variables; two-step estimation; qualitative models; Murphy–Topel-corrected variances (search for similar items in EconPapers)
Date: 2010
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