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st: Selection model with multinomial selection AND endogenous regressor


From   margherita Comola <margherita.comola@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Selection model with multinomial selection AND endogenous regressor
Date   Fri, 11 Sep 2009 14:01:24 +0200

Dear Statalisters,

I need to estimate a selection model with the following features:

-the selection equation is a multinomial logit (3 alternatives). As
usual, the outcome variable is available for one of the alternatives
only.
-one of the regressors is endogenous both to the selection AND to the
outcome equation.

In particular, the setting is the following: I am estimating a wage
equation in a setting where wage is available for formal workers only
(not for informal or non-participants). The selection equation is
multinomial: non-participants, formal workers, informal workers.
Education (that can be coded as a dummy or as a continuous variable)
is endogenous to both equations.

Any idea?

Thanks alot!
Margherita

--
Margherita Comola
Paris School of Economics
Email: comola@pse.ens.fr
http://www.pse.ens.fr/comola/index.html

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