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st: How to obtain inverse mill's ratio after mprobit


From   Luiz Gama <lcdgama@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to obtain inverse mill's ratio after mprobit
Date   Fri, 4 Jan 2013 10:34:32 -0200

Dear stata users,

I'm running a multinomial probit model and I have a doubt about how to
generate the mill's ratio in stata 12. I"ll show to examples and I
wish someone help me decide how it's correct.

First

mprobit y x1 x2 x3

capture drop phat1
capture drop mills1
capture drop phat2
capture drop mills2
predict phat1 if e(sample), xb outcome (1)
predict phat2 if e(sample), xb outcome (2)
gen mills1 = normalden(phat1)/(1-normal(phat1))
gen mills2 = normalden(phat2)/(1-normal(phat1))

or

Second

gen mills1 = normalden(phat1)/(normal(phat1))
gen mills2 = normalden(phat2)/(normal(phat1))


Thanks all,

-- 
Luiz Carlos Day Gama
Mestrando em Economia pelo Cedeplar/UFMG
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