Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Econometrically sound to use Mills ratio in a OLS estimation after mprobit?


From   Yuval Arbel <yuval.arbel@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Econometrically sound to use Mills ratio in a OLS estimation after mprobit?
Date   Sat, 5 Jan 2013 22:31:13 -0800

Dear Luiz,

What you probably need is a command called -selmlog- that may be found
in the -ssc-. The objective of the command is to run the Heckman's
correction where the selection equation consists of several
categories.

Note also, that this command is now available only for the -svy- data
structure, so you might want to look at -svyselmlog-

On Sat, Jan 5, 2013 at 1:07 PM, Luiz Gama <lcdgama@gmail.com> wrote:
> Dear stata users,
>
> I'm estimating a multinomial probit for a selection equation with 3
> choices and I am interested in using the inverse mills ratio generated
> from the MNP in a second step OLS equation.  I know how to implement
> this procedure, however, I have not find any literature that shows
> that the Heckman two-step estimation procedure can appropriately and
> directly extend from a probit selection equation to a multinomial
> probit selection equation. Does anyone know of any papers that address
> this issue?
>
> Thanks,
> --
> Luiz Carlos Day Gama
> Mestrando em Economia pelo Cedeplar/UFMG
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/



-- 
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: yuval.arbel@carmel.ac.il
e-mail2: yuval.arbel@gmail.com
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index