st: Re: sample selection in multinomial logit

["R.E. De Hoyos" <redeho@hotmail.com>]

Andre,

You can read about this topic in the following references:

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

Lee, L.F. (1983) `Generalized econometric models
with selectivity', \emph{Econometrica}, vol. 51, pp. 507-512.

Dubin, J.A. and McFadden, D. (1984) `An econometric
analysis of residential electric appliance holdings and
consumption', \emph{Econometrica}, vol. 52, 2.

-selmlog- can handle that problem:

http://www.delta.ens.fr/gurgand/selmlog12.htm

And -svyselmlog- takes into account survey design:

ssc install svyselmlog

I hope this helps,

Rafa


----- Original Message ----- 
From: "Andr� Paul" <hcpats@hotmail.fr>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, January 21, 2006 5:24 PM
Subject: st: sample selection in multinomial logit



> 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 withdrawn by the firm, still under examination), using a multinomial logit 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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