%0 Journal Article 
%A Muro Romero, Juan de Dios
%A Suárez Gálvez, Cristina
%A Zamora Sanz, María del Mar
%T A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata
%D 2008
%U http://hdl.handle.net/10017/2071
%X 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).
%K Binary choice model with selectivity and endogenous variables
%K Two-step estimation in qualitative models
%K Murphy-Topel corrected variances
%K Stata program
%K C25
%K C63
%K Ciencias económicas
%K Estadística
%K Economics
%K Statistics
%~ Biblioteca Universidad de Alcala