Dear Stephen,
Many thanks for your suggestion.
I'm aware of semlog, as a matter of fact I'm already using it. I should have
made that explicitly on my previous message, I'm sorry. However, I would
still like to try the other two remaining models, for sensitivity purposes.
My understand from Bourguignon, Fournier and Gurgand paper is that they do
not estimate the Lee model. They propose a different parametric model, with
different (possibly less restrictive) hypothesis.
Any clarifications will be more than welcomed.
Many thanks,
Joao Pedro
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Jenkins S P
Sent: Saturday, January 24, 2004 6:09 PM
To: [email protected]
Subject: Re: st: Polynomious sample selection model
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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