Dear Statalisters
I am running a two step estimation to check for selection bias. In the first
stage I have a logit. In the second stage I use an ordered logit with some
explanatory variables plus the inverted mills ratio calculated from the first
stage.
I am wondering whether this is a correct way to proceed (i.e. whether I get
the corrected standard errors in the second stage). Would there be additional
problems if, instead of the ordered logit, I had a multinomial logit in the
second stage?
In general, can anyone suggest any published article which tried a similar
procedure without OLS in the second stage.
Thank you very much for yor help.
Roberto
--
Roberto Fontana (PhD)
CESPRI - Bocconi University
Via Sarfatti 25
20136 MILAN
ITALY
Tel: (+)39 02 58363037
Fax: (+)39 02 58363399
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