st: Econometrically sound to use Mills ratio after mprobit?

[Stephen Johnston <sjohns21@umbc.edu>]

Hello,

I am estimating a multinomial probit for a selection equation with 3  
choices and I am interested in using the inverse mills ratio  
generated from the MNP in a second step equation.  I know how to  
implement this procedure, however, I have not been able to find any  
literature that proves that the Heckman two-step estimation procedure  
can appropriately and directly extend from a probit selection  
equation to a multinomial probit selection equation.  Does anyone  
know of any papers that address this issue?

Thanks,
Stephen
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/