Laura Serlenga wrote:
ls> i am relatively new to stata but, since i am currently working on
ls> migration issues (intention to return and remittance) with cross-sectional
ls> data. i am finding it very useful. However, I need to run a Heckman
ls> selection model with an ordered probit in the outcome equation. I saw a
ls> couple of messages on the list dated 2003, does anybody know whether there
ls> has been any further development on the issue? would you suggest any other
ls> solution rather than modifying the heckprob.ado file?
One solution is to run a probit selection model based on inclusion or
exclusion from the observed variable (y_1), calculate the inverse mills
ratio as a correction factor, and then incorporate that correction
factor into the ordinal probit model for the outcome you are modelling
(y_2).
For example,
probit y_1 xvars ...
capture drop hat
capture drop invmills
predict hat if e(sample), xb
gen invmills = exp(-.5*hat^2)/(sqrt(2*_pi)*normprob(hat))
oprobit y_2 xvars ... invmills
--
Kind regards,
Ian
-------------------------------
Ian Watson
Senior Researcher
acirrt, University of Sydney
NSW, 2006, Australia
phone: 02 9351 5622
email:[email protected]
www.acirrt.com
-------------------------------
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