{smcl} {* 20Sep05}{...} {hline} help for {hi:svyselmlog} {hline} {title:Selectivy-adjusted equation based in the multinomial logit for survey data} {p 8 16 2} {cmd: svyselmlog} {it:depvar} [{it:varlist}]{cmd:,} [{cmd:if} {it:exp}] [{cmd:in} {it:range}] {cmd:,} {cmdab:sel:ect(}[{it:depvar_s}] {it:varlist_s} {cmd:)} [{cmdab:meth:od}({it:sel_method}) {cmdab:show:mlogit} {cmdab:mlop:tions}({it:mlogit_options}) {cmd:gen}({it:newvarname}) {cmdab:boot:strap}({it:# of replications}) {cmdab:f:orce} {cmdab:q:uiet}] {p 2 4 2} where {it:sel_meth} is one of the following selectivity correction methods: {p 4 8 2} {cmd:lee} Lee (1983), Econometrica {p 4 8 2} {cmd:dmf} Dubin and McFadden (1984), Econometrica {p 4 8 2} {cmd:dhl (# [all])} Dahl (2002), Econometrica. Where {cmd:#} is the order of the polinomial used in the conditional probability of observing the selected outcome. The option {cmd:all} includes the conditional probabilites of both, the selected and non-selected outcomes in polinomial form of degree {cmd:#}. {p 4 8 2} {cmd:dmf2} Bourguignon, Fournier and Gurgand (2004), CREST Working Paper. {cmd:svyselmlog} requires that the survey design variables be identified using {cmd:svyset}, see help {help svyset} {title:Description} {p 4 4 2} {cmd:svyselmlog} estimates selectivity-adjusted regression models using a multinomial logit for complex survey data. {p 4 4 2} {cmd:svyselmlog} estimates all the parameters of the following model: Main equation: y_j = Xb_j + u_{1j} Selection equation: y_j is observed if V_j > max{V_i} for all i different from j where: V_j = Zd_j + u_{2j} Corr(u_{1j},u_{2j}) = rho {p 4 4 2} Selectivity bias is corrected using the conditional probabilities based on the multinomial logit. In the syntax for {cmd:svyselmlog}, depvar and varlist are the dependent variable (y_j) and regressors (X) for the main equations, respectively; depvar_m and varlist_m are the discrete choice variable and regressors in the selection equation. The outcome variable (y_j) is observed for only one value of the discrete variable (depvar_m), therefore depvar should have missing values for all other values of depvar_m. {p 4 4 2} Since {cmd:svyselmlog} is based on {cmd:selmlog} (see help {help selmlog}; available from {browse "http://www.delta.ens.fr/gurgand/": M. Gurgand}), it allows several forms of selection correction methods as reviewed in Bourguignon, Fournier and Gurgand (2004). Given J different choices in the multinomial model, {cmd:svyselmlog} estimates a series of variables labelled _mk , k = 1...J containing the conditional probablities following the chosen parameterization method. In a seconds-step the _mk variables are used as selectivity-controls in the main equation. {p 4 4 2} The reported standard errors do not account for the two-step nature of the procedure (i.e. they are not consistent), however their empirical distribution can be obtained using bootstrap methods. Bootstapping within a complex survey design has to account for stratification and clustering; the {cmd:bootstrap} option used in {cmd:svyselmlog} accounts for this using {help svybsamp2}, therefore {help svybsamp2} must be intalled (see: {cmd: ssc install svybsamp2}). {title:Options} {p 4 8 2} {cmd:method} ({it:sel_method}) specifies the selection-adjustment method that should be used to generate the _mk controls. If no {cmd:method} is selected {cmd:dmf2} is used as the default option. {p 4 8 2} {cmd:showmlogit} reports the estimated selection equation (multinomial logit) {p 4 8 2} {cmd:mloptions}({it:mlogit_options}) parse the specified options as described in {help svymlogit} to the multinomial logit estimation. {p 4 8 2} {cmd:gen} ({it:newvarname}) generates a series of new variables equal to _mk {p 4 8 2} {cmd:bootstrap} ({it:# of replications}) reports the bootstrapped standard errors out of # replications. {cmd:svybsamp2} must be installed. {p 4 8 2} {cmd:force} forces the estimation even in the presence of strata with a singel PSU (singleton). This option temporary drops the singleton(s) from the estimation, reporting how many singleton strata and observations were eliminated from the estimation. {p 4 8 2} {cmd:quiet} suppresses the message indicating the current re-sampling # within the {cmd:bootstrap} estimation. {title:Examples} {p 4 4 2} {cmd:svyselmlog wage x1 x2, select(occupation x1 x2 z1 z2) meth(dhl(3 all))} {p 4 4 2} {cmd:svyselmlog wage x1 x2, select(occupation x1 x2 z1 z2) meth(dmf) boot(100) quiet} {title:References} {p 4 8 2} Bourguignon, F., Fournier, M. and Gurgand, M. (2004) `Selection bias correction based on the multinomial logit model: Monte-Carlo comparisons', Mimeo DELTA, Paris {p 4 8 2} Dahl, G.B. (2002) `Mobility and the return to education: testing a Roy model with multiple markets', Econometrica, vol. 70, 6. {p 4 8 2} Dubin, J.A. and McFadden, D. (1984) `An econometric analysis of residential electric appliance holdings and consumption', Econometrica, vol. 52, 2. {p 4 8 2}Lee, L.F. (1983) `Generalized econometric models with selectivity', Econometrica, vol. 51, pp. 507-512. {title:Author} {browse "http://www.econ.cam.ac.uk/phd/red29/":Rafael E. De Hoyos}, Faculty of Economics, University of Cambridge. {browse "mailto:red29@cam.ac.uk":red29@cam.ac.uk} {title:Also see} Manual: {hi:[U] 23 Estimation and post-estimation commands} {hi:[SVY] svy estimators} Online: help for {help selmlog} (if installed), {help svybsamp2} (if installed), {help svyset}, {help svyheckman}, {help svymlogit}