Erika,

I'm dealing with the same issue.  Winship and Mare discuss to some
degree extensions of the Heckman approach:

Christopher Winship and Robert Mare. 1992. "Models for Sample Selection
Bias." Annual
Review of Sociology 18: 327-50.

Greene's "Econometric Analysis" contains a
couple of paragraphs addressing the issue.  I believe Greene also has some
unpublished paper on this, but I have not been able to track it down.
As far as estimating a two-stage ordered probit, my understanding is
that NLOGIT
---the fancier and more expensive version of LIMDEP--- can do it.

Regards,

renato


>
> 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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