Probit model with sample selection

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ValentinPeter
Posts: 2
Joined: Thu Jan 24, 2019 12:04 pm

Probit model with sample selection

Postby ValentinPeter » Tue Jan 29, 2019 12:32 pm

Hello EViews-Community,

I need to I use an extension of the classic Heckman two-stage model, the "Probit model with sample selection". Unlike the classic two-stage Heckman model, which uses a probit model in the first stage and an ordinary least squares model in the second stage, the "Probit model with sample selection" uses probit models in both stages. The model is explained in the paper "Selection Bias in Linear Regression, Logit and Probit Models" by Dubin & Rivers from 1989.

I know how to calculate the classic two-stage Heckman model but I cannot find a way to calculate the "Probit model with sample selection" in EViews10. Could you please explain, how to calculate the "Probit model with sample selection" as explained above?

Many thanks in advance and best regards

Valentin

ValentinPeter
Posts: 2
Joined: Thu Jan 24, 2019 12:04 pm

Re: Probit model with sample selection

Postby ValentinPeter » Thu Feb 14, 2019 4:37 am

Is there anyone, who can help me with this issue?
Thanks!


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