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RE: st: RE: Inverse mills ratio and ordered logit

From   "Maarten Buis" <>
To   "Roberto Fontana" <>
Subject   RE: st: RE: Inverse mills ratio and ordered logit
Date   Mon, 9 Oct 2006 10:09:42 +0200

I'm no expert on ordered probit with a selection equation,
but if the 'normal' heckman twostage model needs a 
correction than the 'ordered probit' heckman twostage model 
will probably also need a correction. However, I don't know 
the correction, nor know of any published work on it (but 
since I am no expert, that does not mean much). 
Alternatively, you could implement the model using Stata's 
-ml- command. The maximum likelihood estimates don't need a 

Since this isn't much of an answer, I have forwarded this 
message to the statalist in the hope somebody else can give 
you more advise. (Even if I knew the answer it would be good 
to let such a discussion go over the statalist, because: 
a) I might make a mistake and somebody else might catch it, 
and b) other people may be following this thread and want to 
know the answer.


Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

--- Roberto Fontana  wrote:
> I agree with you that proit - oprobit is the best option.
> To my knowledge, simply using the IMR does not correct the standard errors
> in the second stage (or does it?). Are you aware of a procedure in Stata
> that allows to correct them? More in general do you know a published paper
> that have employed the two-stage procedure with probit-oprobit and Mills ratio?

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