Stanghellini, Elena; Stingo, Francesco Claudio; … - Dipartimento di Economia, Università degli Studi di Perugia - 2008
A generalization of the Probit model is presented, with the extended skew-normal cumulative distribution as a link function, which can be used for modelling a binary response variable in the presence of selectivity bias. The estimate of the parameters via ML is addressed, and inference on the...