[Limdep Nlogit List] multivariate probit and selection

[Mikołaj Czajkowski]

Arulampalam, Wiji wrote:
> 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.

How about the nested logit model with 1 degenerated branch (no) and the 
other branch (yes) including all the charity organizations?

Best regards,

-- 
    Mikolaj Czajkowski

    Warsaw Ecological Economics Center
    University of Warsaw
    http://www.woee.pl/