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Re: st: Inverse mills ratio and ordered logit


From   "Frederick J. Boehmke" <boehmke@umich.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Inverse mills ratio and ordered logit
Date   Thu, 5 Oct 2006 14:31:25 -0400 (EDT)

Here is a cite for selection with logit models:

Dubin, Jeffrey A. and Douglas Rivers. 1989. "Selection Bias in Linear Regression, Logit and Probit Models." Sociological Methods and Research 18: 360-390.

It is not quite as flexible as with a probit model, but should put you on the right path for ordered logit.

On Thu, 5 Oct 2006, Roberto Fontana wrote:


Date: Thu,  5 Oct 2006 15:34:51 +0200
From: Roberto Fontana <roberto.fontana@unibocconi.it>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: st: Inverse mills ratio and ordered logit

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




                                                         - Fred

 Note updated contact info (from August 01, 2005 to August 01, 2007):

                               Frederick J. Boehmke
                     Associate Professor of Political Science
                           University of Iowa (on leave)
                                boehmke@umich.edu
          _-------------------------------------------------------------_
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         <  University of Michigan               Office: M2232 (SPH II)  >
         <  School of Public Health              Phone:  734 764 2089    >
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         <  109 Observatory, Room M2232          boehmke@umich.edu       >
         <_ Ann Arbor, MI  48109-2029                                   _>
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