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A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata


Author Info

  • Juan Muro


  • Cristina Suárez


  • María del Mar Zamora

    (Departamento de Economía, Universidad de Alcalá.)


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 (2002) and Hole (2006).

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Bibliographic Info

Paper provided by Universidad de Alcalá, Departamento de Economía. in its series Alcamentos with number 0804.

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Length: pages 15
Date of creation: 2008
Date of revision: Jul 2009
Handle: RePEc:alc:alcamo:0804

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Related research

Keywords: Binary choice model with selectivity and endogenous variables; two-step estimation in qualitative models; Murphy-Topel corrected variances; Stata program;

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