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probl
2009 Jul 01
0
probit with sample selection error?
Deal all:
i want to do the probit with sample selection estimation, the following
is my code:
probit with sample selection can be done by stata :heckprob
The heckprobll is the likelihood function shown in W.H. Greene 5th p714
¡´ The question is the convergence is very slow compare with Stata using
likellihood only.
¡´ Second i did the similar way in matlab using
fminsearch , the estimated value is close to true value, however, R gave
wrong result, far away the...