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Re: st: Heckman multinomial logit model

From   Partha Deb <[email protected]>
To   [email protected]
Subject   Re: st: Heckman multinomial logit model
Date   Wed, 16 Sep 2009 10:36:19 -0400

If you are thinking of it as a treatment effects model, as distinct from a selection setup in which the outcome equation is not observed for one or more of the multinomial choices, you can also use -mtreatreg- . -findit mtreatreg- .



Elisabeth Müller wrote:
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?


Partha Deb
Professor of Economics
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398

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