[Limdep Nlogit List] multivariate probit and selection

[Arulampalam, Wiji]

Dear Mikolaj,
Thanks very much for getting back to me.
I did think about this but I was not sure how I would set up the second
level. I suppose one could do as (i) 1 charity alone; (ii) two of the
charities; etc.  then I am not sure whether we can justify the
restrictions imposed by the structure.
Best
wiji

Professor Wiji Arulampalam
Department of Economics
University of Warwick
Coventry CV4 7AL
UK
email: wiji.arulampalam at warwick.ac.uk
Tel: +44 (0)24 76523471
Fax: +44 (0)24 76523032
Web: http://www.warwick.ac.uk/go/arulampalam

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of Mikolaj
Czajkowski
Sent: 16 October 2009 11:22
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] multivariate probit and selection

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/ 

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