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Re: st: Multinomial selection, but Selmlog/Svyselmlog not feasible


From   "Anders Alexandersson" <andersalex@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multinomial selection, but Selmlog/Svyselmlog not feasible
Date   Mon, 21 May 2007 12:27:17 -0400

Guido Heineck <guido.heineck@gmx.net> wrote:

I want to examine the relationship between alcohol and wages. Taking
into account that smoking and drinking are related I estimate separate
models for smokers and nonsmokers.

My question: Assuming that selection into employment and smoking are not
random, how can I correct for selection bias? I first thought of using
selmlog/svyselmlog by generating a multinomial selection var (empl.
smoker; empl. nonsmoker, not empl. smoker; not empl. nonsmoker), but
these progs require observed values in y for only one of these
categories/choices.

Given that I observe wages for employees irrespective of smoking
behavior I cannot employ selmlog/svyselmlog. I'm thus somewhat stuck
since the authors of selmlog (Bourguignon et al.) show in their recent
J. of Economic Surveys article that the widely used procedure proposed
by Lee may not be appropriate.

Any insights or ideas for alternatives?
As stated in the Statalist FAQ (under
http://www.stata.com/support/faqs/res/statalist.html#advice)

"Please do not assume that the literature familiar to you is familiar
to all members of Statalist. Do not refer to publications with just
minimal details (e.g., author and date). Questions of the form "Has
anyone implemented the heteroscedasticity under a full moon test of
Sue, Grabbit, and Runne (1989)?" admittedly divide the world. Anyone
who has not heard of the said test would not be helped by the full
reference to answer the question, but they might well appreciate the
full reference."

A possible alternative is the "gllamm wrapper" ssm. See -findit ssm-
and the associated article in Stata Journal.

Anders Alexandersson
andersalex@gmail.com
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