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st: RE: sample selection model with more than 2 choices


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: sample selection model with more than 2 choices
Date   Mon, 21 Feb 2005 20:36:42 -0600

Mariam,

Take a look at François Bourguignon, Martin Fournier, and Marc Gurgand's
-selmlog- at http://www.crest.fr/pageperso/lmi/gurgand/selmlog.htm


Selection Bias Correction Based on the Multinomial Logit Model

François Bourguignon, Martin Fournier, Marc Gurgand
"Abstract: In a widely quoted paper, Lee (1983) proposed a generalization of
the two-step method selection bias correction introduced by Heckman (1979)
that allows for any parameterized error distribution instead of simply
bi-variate normal. In the second part of his paper, Lee extended his method
to the case where selectivity is modeled as a multinomial logit. In this
note, we show that the result he then obtained relies on a very unlikely
particular case and we provide an easily implementable correction method to
get consistent estimates based on usual parametric assumptions."

Scott


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of mariam hassan
> Sent: Monday, February 21, 2005 7:53 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: sample selection model with more than 2 choices
> 
> Does Stata  do Heckman selection model with more than  2 choices?   I have
> more than 2 (actually 4) treatment groups.  I am not sure if the stata
> commands like heckman or heckprob can help me.  Are there modified
> versions
> of these commands to analyze selection model with more than 2 choices in
> stata.
> 
> Is there anaother way to calculate an estimator for the selection model
> with
> a mulltinomial selection.
> 
> Thanks
> Mariam
> 
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