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Re: st: Multivariate selection equation


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
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:
http://www.parisschoolofeconomics.com/gurgand-marc/selmlog/selmlog13.html

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

. 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)


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

HTH,

Joao Ricardo Lima


2011/10/10 Maria Casanova <casanova@econ.ucla.edu>:
> 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: casanova@econ.ucla.edu
> Tel:     310-825-9528
>
>
> *
> *   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/
>



-- 
---------------------------------------------------------
João Ricardo F. de Lima
Pesquisador A - Economia Aplicada
Embrapa Semiárido
e-mail: joao.ricardo@cpatsa.embrapa.br
fone: +55 (87) 3862-1711 Ramal: 167
home-page: www.cpatsa.embrapa.br
----------------------------------------------------------

*
*   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/


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