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Re: st: Multivariate selection equation
From
"Joao Ricardo F. Lima" <[email protected]>
To
[email protected]
Subject
Re: st: Multivariate selection equation
Date
Tue, 11 Oct 2011 08:38:09 -0300
I think you are looking for "Selection Bias Corrections Based on the
Multinomial Logit Model"
You can find informations at the website:
http://www.parisschoolofeconomics.com/gurgand-marc/selmlog/selmlog13.html
If you have survey data - ssc des svyselmlog- will help you.
. ssc des svyselmlog
-----------------------------------------------------------------------------------------------------------------------------------------------------------------
package svyselmlog from http://fmwww.bc.edu/repec/bocode/s
-----------------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------------
(type -ssc install svyselmlog- to install)
Reference:
Bourguignon, F., Fournier, M. and Gurgand, M. (2004) `Selection bias
correction based on the multinomial logit model: Monte-Carlo
comparisons', Mimeo DELTA, Paris
HTH,
Joao Ricardo Lima
2011/10/10 Maria Casanova <[email protected]>:
> Dear all,
>
> I would like to estimate a Heckman-type of model with a multivariate
> selection equation.
>
> The regression equation is a standard wage equation:
>
> w(i) = x(i)B + u(i)
>
> Workers have 3 alternatives, namely working (0), going into disability (1),
> and going into retirement (2), and their wage is only observed when they
> self-select into option 0.
>
> I would really appreciate it if anybody could let me know whether it is
> possible to estimate such a model in Stata, and/or give me a reference where
> this has been done before.
>
> Thank you all,
>
> --
> Maria Casanova
> Assistant Professor
> UCLA Department of Economics
> 8385 Bunche Hall
> Los Angeles, CA 90095, USA
>
> Email: [email protected]
> Tel: 310-825-9528
>
>
> *
> * 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/
>
--
---------------------------------------------------------
João Ricardo F. de Lima
Pesquisador A - Economia Aplicada
Embrapa Semiárido
e-mail: [email protected]
fone: +55 (87) 3862-1711 Ramal: 167
home-page: www.cpatsa.embrapa.br
----------------------------------------------------------
*
* 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/