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st: Heckman multinomial logit model

From   "Elisabeth Müller" <>
Subject   st: Heckman multinomial logit model
Date   Wed, 16 Sep 2009 11:26:58 +0200

I would like to do an extension of Heckman.

First, I have a multinomial logit model of the form:
Yi=Zi g+ui
where Yi= 0,1 or 2 (selection equation).

Second, I have a general equation of the form
Wj=Xj b+vj (regression equation).

1) How can I get maximum likelihood estimates from the selection equation?
2) Howcan I create Mills ratio from these estimates?
3) How can I do the regression equation with the Mills ratio?

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