Dear list-members,
I would like to estimate a multinomial logit or multinomial probit model with
sample selection. The selection equation is based on a simple Logit or Probit
model. I have 3 questions.
Firstly, since there is only Heckprob in Stata I was wondering whether
it would be correct to do the following:
a- estimate the selection equation using Logit or Probit
b- calculate the inverse Mill's ratio
c- use the IMR as a regressor in the second-stage multinomial logit or
probit model
Secondly, if this is incorrect: how can I do? Is there a stata program
that allow to take into account selection bias in multinomial models?
I have seen a paper of Glewwe (3-choice multinomial probit with
selectivity corrections) but it does not provide any solution for
programing this in Stata.
Thirdly, if there is a way to solve this problem, is it better to use
the multinomial Logit or the multinomial Probit. Is it possible for
instance, to relaxe the IIA assumption using the multinomial probit
and at the same time correcting for the selection bias?
The object of the study is to determine the determinants of healthcare
seeking behaviour for children with fever in developing countries.
My data looks like:
First choice: Dummy variable for fever: 0 (no fever) / 1(fever)
Second choice:
0 No acces to modern healthcare (reference category)
1 Public health facility
2 Private health facility
3 Other medical facility
I'd greatly appreciate any suggestions.Thank you in advance.
Josselin
*
* 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/
