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Re: st: multinomial logit

From   Christopher Auld <[email protected]>
To   [email protected]
Subject   Re: st: multinomial logit
Date   Tue, 9 Jul 2002 10:43:59 -0600 (MDT)

On Tue, 9 Jul 2002, Hannah Kewsberry wrote:

> I am looking for Stata code for my multinomial logit and Heckit estimations. 
> What code should I use if I need to take estimates from my multionomial 
> logit results, and put them into my heckit estimation in order to obtain the 
> mills. Has anyone came across anything similar and would like to share with 
> me? I greatly appreciate any suggestions.

Do you mean you have selection equations which are MNL and linear outcome
equations?  If so, you can easily execute the transformation to normality
detailed on pp274-275 in Maddala.  Note, however, that generating 
consistent standard error estimates is far trickier than getting
consistent parameter estimates.


Chris Auld                          
Department of Economics 
University of Calgary    
[email protected]

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