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Re: st: Heckman with selection specified as a multinomial logit


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Heckman with selection specified as a multinomial logit
Date   Fri, 17 Jul 2009 17:38:32 -0300

Monica,

if you are using survey data, you can use svyselmlog:

. ssc des svyselmlog

------------------------------------------------------------------------------------------------
package svyselmlog from http://fmwww.bc.edu/repec/bocode/s
------------------------------------------------------------------------------------------------

TITLE
      'SVYSELMLOG': module to compute selectivity adjustment based on
the multinomial logit for
> survey design

DESCRIPTION/AUTHOR(S)

      -svyselmlog- estimates the parameters of the main equation
      correcting  for selectivity using the conditional probabilities
      from a multinomial logit.  -svyselmlog- allows for three
      parametric selectivity-correction methods like the  ones
      developed in Lee (1984), Durbin and McFadden (1984) and
      Bourguignon, Fournier  and Gurgand (2004). Additionally,
      selectivity can be adjusted following Dahl's (2002)
      semi-parametric method.

      KW: multinomial logit
      KW: selectivity
      KW: conditional probabilities

      Requires: Stata version 8

      Distribution-Date: 20050921

      Author: R. E. De Hoyos, University of Cambridge
      Support: email red29@cam.ac.uk


INSTALLATION FILES                           (type net install svyselmlog)
      svyselmlog.ado
      svyselmlog.hlp
------------------------------------------------------------------------------------------------
(type -ssc install svyselmlog- to install)



HTH,

Joao Lima

2009/7/9 Monica Yanez-Pagans <myanezp2@illinois.edu>:
> Dear Stata users:
>
> I am trying to address selectivity bias in the estimation of an earnings function when selection is specified as a multinomial logit model. It is in my understanding that there are three different main approaches in the literature to do so, namely the Lee (1983) approach, the Dubin and McFadden (1984) approach, and a semi-parametric approach by Dahl (2002). I am wondering if anyone knows of any routine in Stata that allows implementing any of such procedures.
>
> Thank you very much,
>
> Monica
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +5538387264913
Skype: joao_ricardo_lima
----------------------------------------

*
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