Fatma Bircan
Middle East Technical University
Department of Economics
210-2056
Hello,
I have been trying to do two-step estimation using mlogit. After
mlogit estimation, I calculate the lambda values for each choice as
follows;
pj= exp(v'b) where v is the set of explanatory variables in the
selection equationand b is the set of coefficients. j=0,1,...
Hj=invnorm(pj)
lambdaj=normd(Hj)/normprob(Hj)
and then including the lambda values, I estimate the equation of
primary interest which is a wage eqution in my case.
However, these estimation results do not give the efficient standard
errors. My question is that is there a stata rutin to obtain efficient
standard errors? How can I do the Heckman-correction to obtain
efficient standard errors.
Tahnk you in advance
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