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Re: st: Multivariate selection equation

From   "Joao Ricardo F. Lima" <>
Subject   Re: st: Multivariate selection equation
Date   Tue, 11 Oct 2011 08:38:09 -0300

I think you are looking for "Selection Bias Corrections Based on the
Multinomial Logit Model"

You can find informations at the website:

If you have survey data - ssc des svyselmlog- will help you.

. ssc des svyselmlog

package svyselmlog from

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


      -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

INSTALLATION FILES                           (type net install svyselmlog)
(type -ssc install svyselmlog- to install)

 Bourguignon, F., Fournier, M. and Gurgand, M. (2004) `Selection bias
correction based on the multinomial logit model: Monte-Carlo
comparisons', Mimeo DELTA, Paris


Joao Ricardo Lima

2011/10/10 Maria Casanova <>:
> Dear all,
> I would like to estimate a Heckman-type of model with a multivariate
> selection equation.
> The regression equation is a standard wage equation:
> w(i) = x(i)B + u(i)
> Workers have 3 alternatives, namely working (0), going into disability (1),
> and going into retirement (2), and their wage is only observed when they
> self-select into option 0.
> I would really appreciate it if anybody could let me know whether it is
> possible to estimate such a model in Stata, and/or give me a reference where
> this has been done before.
> Thank you all,
> --
> Maria Casanova
> Assistant Professor
> UCLA Department of Economics
> 8385 Bunche Hall
> Los Angeles, CA 90095, USA
> Email:
> Tel:     310-825-9528
> *
> *   For searches and help try:
> *
> *
> *

João Ricardo F. de Lima
Pesquisador A - Economia Aplicada
Embrapa Semiárido
fone: +55 (87) 3862-1711 Ramal: 167

*   For searches and help try:

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