Re: st: AW: Heckman multinomial logit model

[Antoine Terracol <terracol@univ-paris1.fr>]

For a multinomial *logit* model, I'd rather advice Marc Gurgand's -semlog-
http://www.pse.ens.fr/gurgand/selmlog13.html

Antoine

Martin Weiss wrote:
> <> 
>
> Look at 
>
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> ssc d cmp
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>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von "Elisabeth
> Müller"
> Gesendet: Mittwoch, 16. September 2009 11:27
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: Heckman multinomial logit model
>
> I would like to do an extension of Heckman.
>
> First, I have a multinomial logit model of the form:
> Yi=Zi g+ui
> where Yi= 0,1 or 2 (selection equation).
>
> Second, I have a general equation of the form
> Wj=Xj b+vj (regression equation).
>
> 1) How can I get maximum likelihood estimates from the selection equation?
> 2) Howcan I create Mills ratio from these estimates?
> 3) How can I do the regression equation with the Mills ratio?
>
> Thanks

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