[Limdep Nlogit List] Ordered Probit Selection Model: Can sampling weights be used?
james benson
jbenson at ssc.wisc.edu
Thu Jan 21 04:18:32 EST 2010
Does anyone know if it is possible to employ sampling (probability)
weights with either the selection model, the outcome model, or both,
when implementing the ordered probit sample-selection modeling strategy?
I am using 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). I am using a national database
that provides (and recommends) sampling weights, and the weights do make
a difference in my results when I run the selection and outcome models
separately. I need to use the weights if possible.
If it is possible to implement sampling weights in this modeling
strategy, I would greatly appreciate knowing what syntax to use!
James
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