Muro, Juan; Suarez, Cristina; Zamora, Marıa del Mar - In: Stata Journal 10 (2010) 2, pp. 252-258
We outline a fairly simple method to obtain in Stata Murphy–Topel- corrected variances for a two-step estimation of a heckprobit model with endo- geneity in the main equation. The procedure uses predict’s score option and the powerful matrix tool accum in Stata and builds on previous works...