*. simpsel2 pdv, sel() exog() very()

     /*Observed data are n observations of p,d,y,z,v,x;
                         The model is
                         p = (yB + e)d,  E(ez)=0, d = I(0 < v + M* < A*), v = xA + eta
                         p is the observed outcome, is zero when d=0.
                         d is the discrete selection indicator
                         v is the very exogenous regressor.
                         y is varlist in sel()
                         z is varlist in exog(), instruments for p model
                         x is varlist in very(), regressors in d and v models.
                         e = outcome error, 
                         M* and A* are latent variables (A* can be infinity)
                         M*, e, and X can be related in unknown ways, but are all independent of eta.
                         eta = v model error*/
                       

cap pro drop simpsel2
pro def simpsel2, eclass

local varlist "required existing max(3) min(3)"
local if "optional "
local options "sel(string) exog(string) very( string)"
parse "`*'"

preserve
tokenize "`varlist'"
di in g "Regression of `3' on `very'"
reg `3' `very'

tempvar eta w ww 

predict `eta' if e(sample), resid
qui sortedf1 `eta'                   /* get sorted data density of V model error*/
local f `eta'
zrnd `f'                             /* round near zero density away from zero */

gen `w'=`2'/`f'                      /* generate weight*/
qui sum `w'
gen `ww'=`w'/r(mean)                 /* normalize weight*/


di "                                  "
di in g "Based on sorted data density of `3', sample selection is corrected."
di "                                  "

di in g "Structure model parameters are estimated by 2SLS."
ivreg `1' (`sel'=`exog') [iw=`ww']


di in g "Note the Std. Err. and Conf. Interval are wrong! "
di  "                              "
di in g "Bootstrap command can be used to get correct Std Err. and Conf. Interval."
di "                                      "
di in y `"Try it, :)) -  bs "simpsel2 varlist" _b, size() level() rep() saving() replace"'
end