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Date: | Wed, 27 Sep 2006 21:13:51 +0000 |
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For the multiple selection processes issue this may be helpful:
VELLA, F. (1998), “Estimating Models with Sample Selection Bias: A
Survey”, Journal of Human Resources, 33,
127–169.
Best,
Indridi
Maarten Buis wrote:
>
> --- Erika Franklin Fowler wrote:
> > Has anyone worked with selection models (a la Heckman) where the
> dependent
> > variable of interest requires an ordered probit? I'm familiar with the
> > heckman and heckprob commands in Stata, but the only models I've
> seen with
> > an ordered model have bootstrapped the standard errors. In
> particular, I'm
> > hoping someone out there has or has seen a pre-programmed routine.
>
> Within Stata there is a user written program called -ssm- which
> is a wrapper for -gllamm-. Among others, it does a selection
> model for an ordered probit and maybe an ordered logit. It is
> described in detail in the last issue of the Stata Journal
> (volume 6 issue 3).
>
> > Also, there was talk on this list several years ago about models with
> > selection based on multiple processes, where two conditions (say c1
> and c2)
> > are observed separately (not quite Poirier), but the dependent
> variable is
> > only observed if c1=c2=1. Has anyone published on this issue?
>
> I remember seeing those types of models in G. S. Maddala (1983)
> "Limited-Dependent and Qualitative Variables in Econometrics"
> Cambridge University Press.
>
> HTH,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
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--
_______________________________
Indridi H. Indridason
Associate Professor/Associate Chair
Department of Political Science
Oddi v/Sturlugotu
University of Iceland
101 Reykjavik
Iceland
e-mail: [log in to unmask]
tel: +354 525 5209 [Iceland]
tel: (585) 233 4604 [U.S.]
homepage: www.hi.is\~ihi
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