Monica,
if you are using survey data, you can use svyselmlog:
. ssc des svyselmlog
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package svyselmlog from http://fmwww.bc.edu/repec/bocode/s
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TITLE
'SVYSELMLOG': module to compute selectivity adjustment based on
the multinomial logit for
> survey design
DESCRIPTION/AUTHOR(S)
-svyselmlog- estimates the parameters of the main equation
correcting for selectivity using the conditional probabilities
from a multinomial logit. -svyselmlog- allows for three
parametric selectivity-correction methods like the ones
developed in Lee (1984), Durbin and McFadden (1984) and
Bourguignon, Fournier and Gurgand (2004). Additionally,
selectivity can be adjusted following Dahl's (2002)
semi-parametric method.
KW: multinomial logit
KW: selectivity
KW: conditional probabilities
Requires: Stata version 8
Distribution-Date: 20050921
Author: R. E. De Hoyos, University of Cambridge
Support: email [email protected]
INSTALLATION FILES (type net install svyselmlog)
svyselmlog.ado
svyselmlog.hlp
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(type -ssc install svyselmlog- to install)
HTH,
Joao Lima
2009/7/9 Monica Yanez-Pagans <[email protected]>:
> Dear Stata users:
>
> I am trying to address selectivity bias in the estimation of an earnings function when selection is specified as a multinomial logit model. It is in my understanding that there are three different main approaches in the literature to do so, namely the Lee (1983) approach, the Dubin and McFadden (1984) approach, and a semi-parametric approach by Dahl (2002). I am wondering if anyone knows of any routine in Stata that allows implementing any of such procedures.
>
> Thank you very much,
>
> Monica
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +5538387264913
Skype: joao_ricardo_lima
----------------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
