Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: estimation with selmlog


From   ACavallo@lexecon.com
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: estimation with selmlog
Date   Tue, 9 Dec 2003 11:43:39 -0600



Fatma,

The authors of SELMLOG have a paper on the website in which they argue that
the Lee correction is not correct, that there must be selection terms for
each choice.  This is detailed in the paper.

Regards,

--Alex Cavallo
Lexecon
(312) 322-0208  voice
(312) 322-0218  fax


-----------------------------------------------------------------------
Fatma Bircan
Middle East Technical University
Department of Economics
210-2056



Hello,

In the output with "selmlog" command there are series of variables
labeled (m1 to m4 since we have four choices in the mlogit model).  In
the stata module on "selmlog command" it is stated that these
variables are consistent estimators of conditional expected values of
residuals derived from the mlogit model. The coefficients on these
variables are the estimates of the covariance between the residual in
the regression and the residual from the mlogit model.Could anyone
please explain what these terms mean? I expect only one selection term
and its coefficient in the regression equation of primary interet.

Regards

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index