Dear Stata Users,
Greetings! Recently, I came across a STATA command heckmancopula developed by Takuya Hasebe (Copula-Based Maximum-Likelihood Estimation of Sample-Selection Models, SJ, Vol.13 issue: 3, page(s): 547-573, https://journals.sagepub.com/doi/10....867X1301300307),. I am sure, it would help a lot of researchers in their related research work. I am also looking for its implementation in my current work and I can understand its working as compared to the traditional Heckman model (e.g., heckmancopula`y' `x1', select(`xs') is equivalent to heckman `y' `x1', select(`xs')).
However, I am curious whether this command can be used in place of heckprobit command with both selection and observation equations being a probit model?
It would be really nice if anybody can provide an answer to my above question.
Thank You.
Regards,
Aswini Mishra
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