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RE: st: logit with sample selection

From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   RE: st: logit with sample selection
Date   Mon, 25 Sep 2006 15:32:35 +0200

--- Ian Watson wrote:
> For example, if participation has two outcomes (working or not working),
> and you want an inverse mills ratio for the working outcome:
> logit work  age edu children region
> capture drop phat
> capture drop imr
 >predict phat if e(sample), xb
> gen imr = normden(phat)/norm(phat)

I am not so sure. As I understand, the IMR is derived from the assumption
that the error terms in the selection equation and the wage equation 
together form a bivariate normal distribution. In this logistic 
framework they would form a bivariate logistic distribution and this animal
is a lot less pretty (or less extensively studied) than the bivariate normal.
I could be wrong though.

Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

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