Muro, Juan; Suárez, Cristina; Zamora, María del Mar - Departamento de Economía, Facultad de Ciencias … - 2008
We outline a fairly simple method to obtain in Stata Murphy-Topel corrected variances for a twostep 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...