Heckman Process with Multinomial Logit

[Fozan Rao]

Hi,

I am looking to estimate a multinomial logit model with sample selection. The selection equation is binary (whether you need credit or not) and the main equation is multinomial with 3 outcomes (Financially Included (i.e. credit from a formal source), Voluntary financial exclusion (informal credit), and Involuntary financial exclusion). Is there a way to estimate this simultaneously in Stata? I know about heckprob but is there something for multinomial logit? Thanks for your help.

Best,
Fozan

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

If you don't mind making the dv an order, the eregress routines in Stata 15 have an eoprobit. Alternatively, I suspect you can do this in GSEM. cmp might do this - I'm not sure.