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Re: st: AW: Heckman multinomial logit model


From   Antoine Terracol <terracol@univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Heckman multinomial logit model
Date   Wed, 16 Sep 2009 11:40:38 +0200

For a multinomial *logit* model, I'd rather advice Marc Gurgand's -semlog-
http://www.pse.ens.fr/gurgand/selmlog13.html

Antoine

Martin Weiss wrote:
<> Look at
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ssc d cmp
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HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von "Elisabeth
Müller"
Gesendet: Mittwoch, 16. September 2009 11:27
An: statalist@hsphsun2.harvard.edu
Betreff: st: Heckman multinomial logit model

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?

Thanks

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