Re: st: Re: sample selection in multinomial logit

[Rose Medeiros <rosem@cisunix.unh.edu>]

That is incorrect, I was thinking of censoring models and forgetting 
truncation models. I apologize.
Rose

Rose Medeiros wrote:


> Rafa (and Andre),
> I am not sure that the approach Rafa recommend is correct. If I recall 
> correctly, in sample selection models, what is being adjusted for is 
> missing values in the dependent variable. The case here appears to be 
> one in which the independent variables are missing. If you don't have 
> any information on the firms that aren't limited liability companies, 
> then you may (I say may in deference to anyone who knows otherwise) be 
> limited to running your analysis on only limited liability companies, 
> since they are the population on which you have data. If you have some 
> data, for example, the type of company they are for the other firms, 
> then you could examine the relationship between your outcome and type 
> of company (or whatever other data you have).
> HTH,
> Rose
>
> R.E. De Hoyos wrote:
>
>
> > Andre,
> >
> > You can read about this topic in the following references:
> >
> > Bourguignon, F., Fournier, M. and Gurgand, M.
> > (2004) `Selection bias correction based on the multinomial logit
> > model: Monte-Carlo comparisons', \emph{Mimeo} DELTA, Paris.
> >
> > Lee, L.F. (1983) `Generalized econometric models
> > with selectivity', \emph{Econometrica}, vol. 51, pp. 507-512.
> >
> > Dubin, J.A. and McFadden, D. (1984) `An econometric
> > analysis of residential electric appliance holdings and
> > consumption', \emph{Econometrica}, vol. 52, 2.
> >
> > -selmlog- can handle that problem:
> >
> > http://www.delta.ens.fr/gurgand/selmlog12.htm
> >
> > And -svyselmlog- takes into account survey design:
> >
> > ssc install svyselmlog
> >
> > I hope this helps,
> >
> > Rafa
> >
> >
> > ----- Original Message ----- From: "Andr� Paul" <hcpats@hotmail.fr>
> > To: <statalist@hsphsun2.harvard.edu>
> > Sent: Saturday, January 21, 2006 5:24 PM
> > Subject: st: sample selection in multinomial logit
> >
> >
> > > Dear all
> > >
> > > I would like to estimate the effect of firm size (and some other 
> > > variables) on the outcome of a credit application (accepted, 
> > > refused, withdrawn by the firm, still under examination), using a 
> > > multinomial logit model.
> > > I can observe the outcome for all firms (the data are exhaustive for 
> > > a certain population), but I have only the firm data (i.e the 
> > > explanatory variables) for limited liability companies, which, I 
> > > guess, excludes a lot of small firms.
> > > Could someone advise me which statistical method would be 
> > > appropriated in this case and how to handle it with stata?
> > >
> > > Thanks a lot,
> > > Andre
> > >
> > > _________________________________________________________________
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--
Rose Anne Medeiros
Department of Sociology / Family Research Laboratory
University of New Hampshire
126 Horton Social Science Center
20 College Road
Durham, NH 03824
U.S.A.

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