We are working on an estimator for probit models with a binary endogenous regressor and sample selection. Anyone knows of an application?

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Luca Giovangiuseppe Liminta

What do you mean by the word "application"?

software? Or a paper with Probit Analysis?

I suggest to you "Eviews" a very good software for Probit Analysis

http://www.eviews.com/home.html

Ilse Ruyssen

Thanks for your reply. The estimator we construct does not exist in standard software such as Eviews, Stata or SPSS. We have built the code ourselves in Matlab but are looking for a dataset which would allow the estimation of a probit selection model with a binary endogenous variable...

Son Hong Nghiem

You can use bivariate probit but this presentation may provide useful guide in Stata

http://www.stata.com/meeting/sandiego12/materials/sd12_baum.pdf

This is an application to migration

http://www.yingyingdong.com/Research/BinaryendogSep11%20-%20YDong.pdf

https://www2.bc.edu/~lewbel/simplenew8.pdf

@Luca: thanks, but I am familiar with Lewbel and Dong's simple special regressor estimator: although it allows to account for a binary endogenous variable, it is not suited to deal with sample selection (ie we have a selection and an outcome equation, with a nonrandomly selected samples in the latter).

@Son Hong Nghiem:

Moneen Jones

Www.leora-software.com is the new website for the PoloSuite software. The 3rd Edition of Bioassays with Arthropods will be available this fall.