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Multivariate fractional probit and heckman selection
Multivariate fractional probit and heckman selection

Dear all,

I am attempting a "Heckman type" of analysis that combines both the Multivariate Fractional Probit (MVFP) equations and the Multivariate Probit (MVP) equations (selection equations). In this case, I have three simultaneous equations with the fractional dependent variables. For each equation, there is a selection equation captured using MVP. Is it possible to do this in STATA. I tried using the cmp command but the 3 MVFP and 3 MVP equations are treated as simultaneous equations. Anyone with an idea how to go about it. Warm regards, Paul

PaulArray

BJ Data Tech Solution

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