[Limdep Nlogit List] Probability Weights in Ordered Probit Selection Model?
james benson
jbenson at ssc.wisc.edu
Fri May 15 02:21:15 EST 2009
Hi,
I am implementing the two-step Heckman-style ordered probit selection
model with a continuous outcome, according to section E31.4.6 of the
Economometric Modeling Guide (LIMDEP 9). Does anyone know if it is
possible to employ probability weights with either the selection model,
the outcome model, or both, in this modeling strategy? I am using a
national database where the weights are recommended, and they do make a
difference in my results when I run the selection and outcome models
separately.
James
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