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# Hansl program replication of IV probit
# example contained in chapter 14 of
# "Microeconometrics Using Stata, Revised Edition"
# by A. Colin Cameron and Pravin K. Trivedi (2010)
open camtriv_chap14.gdtb --quiet
include HIP.gfn
# Heteroskedastic probit using ML estimator (p.456)
list xlist = const retire age hstatusg hhincome educyear married hisp
HIP(ins, xlist, null, null, chronic, 1, 1)
# Endogenous probit using ML estimator (p.468)
series linc = log(hhincome)
series age2 = age^2
list xlist2 = const female age age2 educyear married hisp white chronic adl hstatusg
list ivlist2 = retire sretire
HIP(ins, xlist2, linc, ivlist2, null, 2, 2)
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