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st: sample selection in multinomial logit


From   André Paul <hcpats@hotmail.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: sample selection in multinomial logit
Date   Sat, 21 Jan 2006 18:24:56 +0100

Dear all

I would like to estimate the effect of firm size (and some other variables) on the outcome of a credit application (accepted, refused, withdrawn by the firm, still under examination), using a multinomial logit model.
I can observe the outcome for all firms (the data are exhaustive for a certain population), but I have only the firm data (i.e the explanatory variables) for limited liability companies, which, I guess, excludes a lot of small firms.
Could someone advise me which statistical method would be appropriated in this case and how to handle it with stata?

Thanks a lot,
Andre

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