[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: logit with sample selection
I would like to estimate a logit model with sample
selection but since there's only -heckprob- available in
Stata, I was wondering whether it would be incorrect to do
the following instead:
1. Estimate the selection equation using -logit-.
2. Calculate the inverse Mills' ratio (IMR).
3. Use the IMR from above as a regressor in a second-stage
If this is a correct approach, my next question is:
How can one calculate the IMR after a logit model? (I have
checked the Stata listserver archives but didn't find
Any help regarding the above would be much appreciated.
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
* For searches and help try: