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st: logit with sample selection


From   Nishant Dass <nishant_dass@yahoo.com>
To   STATA Help <statalist@hsphsun2.harvard.edu>
Subject   st: logit with sample selection
Date   Sun, 24 Sep 2006 08:10:54 -0700 (PDT)

Dear list-members,

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
logit model.  

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
anything related.)  

Any help regarding the above would be much appreciated. 
Thank you.

Nishant

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