Hi,

Does anyone know if there is any way to treat self selection in a Multinomial Logit? As far as my understanding goes, we can't use Heckman with MNL.

If there is no such way, how about combining Heckman with mprobit? I have not seen mprobit being used much in literature. Other than the convergence issue, is there any other argument against using it instead of MNL?

Thanks in advance.