Is there any additional problem?
-mtreatnb- (from sj6-4) fits a treatment-effects model that considers the effects of an endogenously chosen multinomial treatment on another endogenous count outcome, conditional on two sets of independent variables. The treatment variable is modeled via a multinomial logistic and the outcome via a negative binomial regression.
-selmlog- (from http://www.delta.ens.fr/gurgand/) estimates linear regression models on a selected subset of observations, where selectivity is modeled as a multinomial logit (as opposed, for instance, to univariate probit as in the Heckman model).
Nicola
At 02.33 23/06/2007 -0400, "Hinh Khieu" wrote:
>Dear All:
>
>I have a multinomial dummy variable that has 7 categories - coded 0 to 6.
>This dummy is an endogenous explanatory variable in a model like the
>following:
>
>Y = a0 + a1*MultinomialDummy + a2*ExogenousVariables + errorterms
>
>My question is how I should account for this dummy using STATA? All I guess
>is that I should use mlogit to run the first-stage regression. I have no
>clue what to get from the mologit to plug in the second-stage. I don't think
>it's just a simple predicted value.
>
>Since I am interested in the impact of each of the category of the
>MultinomialDummy on my Y, some suggestions were made that I run the
>following model instead:
>
>Y = a0 + a1*Dummy1 + a2Dummy1*S1 + ... + a12*Dummy6 + a13*Dummy6*S6 +
>a15*ExogenousVariables + errorterms
>
>where Dummy1 is (1,0) when one of the category of the MultinomialDummy
>variable above occurs, and so on for Dummy2 to Dummy6.
>
>What S1 to S6 that are interacted with the dummies are a big puzzle to me.
>Does anyone know what they are and how to get them by STATA or mlogit?
>
>I'd greatly appreciate any comments on the econometric method and STATA.
>
>Thanks,
>Hinh
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