Re: st: Inverse mills ratio and ordered logit

["Frederick J. Boehmke" <boehmke@umich.edu>]

Here is a cite for selection with logit models:

Dubin, Jeffrey A. and Douglas Rivers. 1989. "Selection Bias in Linear 
Regression, Logit and Probit Models." Sociological Methods and Research 
18: 360-390.

It is not quite as flexible as with a probit model, but should put you on 
the right path for ordered logit.

On Thu, 5 Oct 2006, Roberto Fontana wrote:


> Date: Thu,  5 Oct 2006 15:34:51 +0200
> From: Roberto Fontana <roberto.fontana@unibocconi.it>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Inverse mills ratio and ordered logit
>
> Dear Statalisters
>
> I am running a two step estimation to check for selection bias. In the first
> stage I have a logit. In the second stage I use an ordered logit with some
> explanatory variables plus the inverted mills ratio calculated from the first
> stage.
>
> I am wondering whether this is a correct way to proceed (i.e. whether I get
> the corrected standard errors in the second stage). Would there be additional
> problems if, instead of the ordered logit, I had a multinomial logit in the
> second stage?
>
> In general, can anyone suggest any published article which tried a similar
> procedure without OLS in the second stage.
>
> Thank you very much for yor help.
>
> Roberto

                                                         - Fred

 Note updated contact info (from August 01, 2005 to August 01, 2007):

                               Frederick J. Boehmke
                     Associate Professor of Political Science
                           University of Iowa (on leave)
                                boehmke@umich.edu
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