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Re: st: AW: Heckman multinomial logit model

From   Antoine Terracol <[email protected]>
To   [email protected]
Subject   Re: st: AW: Heckman multinomial logit model
Date   Wed, 16 Sep 2009 11:40:38 +0200

For a multinomial *logit* model, I'd rather advice Marc Gurgand's -semlog-


Martin Weiss wrote:
<> Look at
ssc d cmp


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von "Elisabeth
Gesendet: Mittwoch, 16. September 2009 11:27
An: [email protected]
Betreff: st: Heckman multinomial logit model

I would like to do an extension of Heckman.

First, I have a multinomial logit model of the form:
Yi=Zi g+ui
where Yi= 0,1 or 2 (selection equation).

Second, I have a general equation of the form
Wj=Xj b+vj (regression equation).

1) How can I get maximum likelihood estimates from the selection equation?
2) Howcan I create Mills ratio from these estimates?
3) How can I do the regression equation with the Mills ratio?


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