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st: Re: sample selection in multinomial logit

From   "R.E. De Hoyos" <>
To   <>
Subject   st: Re: sample selection in multinomial logit
Date   Sat, 21 Jan 2006 17:38:05 -0000


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:

And -svyselmlog- takes into account survey design:

ssc install svyselmlog

I hope this helps,


----- Original Message ----- From: "André Paul" <>
To: <>
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estimate the effect of firm size (and some other variables) on the outcome of a credit application (accepted, refused, withdrawn by the firm, still under examination), using a multinomial logit model.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,

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