On Sat, 24 Jan 2004, Joao Pedro W. de Azevedo wrote:
> Hello,
> I would like apply a selectivity bias correction method in polynomious
> sample selection models using STATA. To be more especific I have both Lee
> (1984) two-stage estimator and Dubin and McFadden (1984) multinomial
> generalization of Heckman's method models in mind.
> I would like to know if anyone has already written a code for this in Stata,
> and if I could have a look.
> Any help will be much appreciated.
> All the best,
> Joao Pedro
>
> Lee (1984). Generalized Econometric Models with Selectivity. Econometrica,
> 51, 507-512.
> Dubin and McFadden (1984). An Econometric Analysis of residential eletrical
> appliance holding consumption. Econometrica, 52, 345-362.
Check out the Stata program -selmlog- available from
http://www.crest.fr/pageperso/lmi/gurgand/selmlog.htm
and see if this suits your purposes.
PS you would have found this yourself by doing a search on "multinomial
selection" in the Statalist archives held at
http://www.stata.com/statalist/archive/
Stephen
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