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| From | Yuval Arbel <yuval.arbel@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Econometrically sound to use Mills ratio in a OLS estimation after mprobit? |
| Date | Sat, 5 Jan 2013 22:45:48 -0800 |
Another possibility is to simplify the dependent variable and make it a two categories variable (0 - below the mean, 1 - above or equal to the mean) In fact, this is what a referee recommended in one of my papers, where the dependent variable was the wage level defined as a categorical variable, and the reference point in the questionnaire was the average level of wage in the country. On Sat, Jan 5, 2013 at 10:31 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote: > Dear Luiz, > > What you probably need is a command called -selmlog- that may be found > in the -ssc-. The objective of the command is to run the Heckman's > correction where the selection equation consists of several > categories. > > Note also, that this command is now available only for the -svy- data > structure, so you might want to look at -svyselmlog- > > On Sat, Jan 5, 2013 at 1:07 PM, Luiz Gama <lcdgama@gmail.com> wrote: >> Dear stata users, >> >> I'm 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 OLS equation. I know how to implement >> this procedure, however, I have not find any literature that shows >> 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, >> -- >> Luiz Carlos Day Gama >> Mestrando em Economia pelo Cedeplar/UFMG >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > > > -- > Dr. Yuval Arbel > School of Business > Carmel Academic Center > 4 Shaar Palmer Street, > Haifa 33031, Israel > e-mail1: yuval.arbel@carmel.ac.il > e-mail2: yuval.arbel@gmail.com -- Dr. Yuval Arbel School of Business Carmel Academic Center 4 Shaar Palmer Street, Haifa 33031, Israel e-mail1: yuval.arbel@carmel.ac.il e-mail2: yuval.arbel@gmail.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/