Selection Bias Corrections Based on the Multinomial Logit Model
Stata command: selmlog (version 13, august 2006)
NB: this version (august 2006) includes two corrections:
1. In some instances, option dhl(1) or dhl(# all) could fail to execute: this is now corrected
2. Anciliary coefficient of correlation in the dmf(1) option were incorrectly computed: this is also corrected


This Stata command implements several methods that correct for selectivity bias when the selection process is modelled as a multinomial logit, including Lee, Dubin-MacFadden and Dahl’s estimators. These methods are surveyed and evaluated in the paper: "Selection Bias Corrections Based on the Multinomial Logit Model: Monte-Carlo Comparisons", François Bourguignon, Martin Fournier, Marc Gurgand, Journal of Economic Surveys, vol. 21, n°1, 2007.

1. To see a description of the command and its syntax, click here.

2. The zipped file selmlog13.zip contains the ado file, the help file as well as specification details. If you do not wan't to install the ado file on your version of Stata, you must run "do selmlog.ado" (with selmlog.ado in an appropriate directory) before you use the command, in order to have the program compiled.

3. If you wan't the command to be used as any other Stata command, you must install the ado file. If you have version 6 or over, the simplest way is to run Stata and type "net from http://www.parisschoolofeconomics.com/gurgand-marc/selmlog/"; you can then type "net describe selmlog" to get a short description of the command; the file will be installed when you type "net install selmlog" (for all this, you don't need to download the above zip file).

We will be glad to receive any notice of the problems you may encounter (write to gurgand@pse.ens.fr).