Re: st: Multinomial selection, but Selmlog/Svyselmlog not feasible

["Anders Alexandersson" <andersalex@gmail.com>]

Thanks for the references. Ok, the user-written command -ssm- does not
allow the link mlogit and I don't know why. I speculate that there was
no simple good solution. For some related articles, see the whole SJ
issue 6-2, and the recent -gllamm- article at
http://www.gllamm.org/pub.html:
Rabe-Hesketh, S. and Skrondal, A. (2007). Multilevel and latent
variable modelling with composite links and exploded likelihoods.
Psychometrika, in press.

Best wishes,

Anders Alexandersson
andersalex@gmail.com

On 5/22/07, Guido Heineck <guido.heineck@gmx.net> wrote:
> Anders,
>
> thank you for your answer. Apologies for not providing references of the
> mentioned papers. Here they are:
>
> * Bourguignon, F., Fournier, M., and M. Gurgand, 2007, Selection bias
> corrections based on the multinomial logit model: Monte Carlo
> Comparisons, Journal of Economic Surveys, 21(1), 174-205.
>
> * Lee, L.F., 1983, Generalized econometric models with selectivity.
> Econometrica, 51, 507–512.
>
> Also, thank you for pointing me towards ssm. I only had a quick look at
> it yet, but it apparently does not handle 'mlogit' for the selection
> equation. Since one of the authors, Sophia Rabe-Hesketh, is also one of
> the 'gllamm'-authors, I suppose multinomial selection cannot be
> estimated by gllamm or why should they otherwise not include this option
> in their 'ssm'-package?
>
> Any further ideas?
>
> Guido
>
> ...
>
>  > A possible alternative is the "gllamm wrapper" ssm. See -findit ssm-
>  > and the associated article in Stata Journal.
>
>  > Guido Heineck <guido.heineck@gmx.net> wrote:
>  > I want to examine the relationship between alcohol and wages. Taking
>  > into account that smoking and drinking are related I estimate separate
>  > models for smokers and nonsmokers.
>  >
>  > My question: Assuming that selection into employment and smoking are
>  > not random, how can I correct for selection bias? I first thought of
>  > using selmlog/svyselmlog by generating a multinomial selection var
>  > (empl. smoker; empl. nonsmoker, not empl. smoker; not empl.
>  > nonsmoker), but these progs require observed values in y for only one
>  > of these categories/choices.
>  >
>  > Given that I observe wages for employees irrespective of smoking
>  > behavior I cannot employ selmlog/svyselmlog. I'm thus somewhat stuck
>  > since the authors of selmlog (Bourguignon et al.) show in their recent
>  > J. of Economic Surveys article that the widely used procedure proposed
>  > by Lee may not be appropriate.
>  >
>  > Any insights or ideas for alternatives?
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