[Limdep Nlogit List] multivariate probit and selection

Arulampalam, Wiji Wiji.Arulampalam at warwick.ac.uk
Fri Oct 16 20:53:05 EST 2009


Dear All,
 
Does anyone know of any published references to the following problem
please?  I would also like to know whether Limdep/Nlogit would able to
handle the estimation.  The problem is explained below with an example.
 
In the first stage, individuals decide on whether to contribute to a
charity or not.  In the second stage, given yes, the individuals choose
which charity to give.  They can give to more than one charity.  The
problem I have is that the second stage is only defined for all those
who chose to go down the route of a 'yes'.  This means that if I used a
multivariate probit for the second stage, what do I do with the
probability attached to the outcome of zeros in all of the three
probits?
 
I hope you all can understand what I am trying to say here. 
 
Thanks very much.  
Best
wiji
 


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