A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata

Authors
Muro Romero, Juan de DiosUniversity of Alcalá Author; Suárez Gálvez, Cristina; Zamora Sanz, María del MarUniversity of Alcalá Author
Identifiers
Permanent link (URI): http://hdl.handle.net/10017/2071
Publisher
Universidad de Alcalá. Departamento de Estadística, Estructura Económica y Organización Económica Internacional
Date
2008-10
Bibliographic citation
Alcamentos, N. 0804
Keywords
Binary choice model with selectivity and endogenous variables
Two-step estimation in qualitative models
Murphy-Topel corrected variances
Stata program
Document type
info:eu-repo/semantics/workingPaper
Access rights
info:eu-repo/semantics/openAccess
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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 endogeneity in the main equation. The procedure utilizes the score option and the powerful matrix tool accum in Stata and builds on previous works by Hardin (2002) and Hole (2006).
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