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RE: st: sample selection with bivariate probit

From   "DL Millimet" <>
To   <>
Subject   RE: st: sample selection with bivariate probit
Date   Thu, 26 Sep 2002 13:21:42 -0500

this sounds like simply 2 seperate standard (univariate) heckman selection


-----Original Message-----
[]On Behalf Of
Sent: Thursday, September 26, 2002 1:06 PM
Subject: RE: st: sample selection with bivariate probit

Erik, thanks for you reply. Here the parameters of interest are the
parameters of the earnings equation. The context is international migration.
z=1 refers to migrants, z=0 refers to non-migrants. What I need is sample
selectivity corrected returns to characteristics in the lnw equation. In the
data I observe lnw for a given individual either for z=1 or z=0, but not for
both (previous message is misleading - sorry ). I.e. for those who migrate I
only observe lnw|z=1 and for non-migrants I only observe lnw|z=0. I want to
predict the earnings of a migrant had that individual not migrated ( and
vice versa for non-migrants). Given returns to characteristics of the same
individual can be different in the host country and in the source country I
want to estimate the model separately for z=1 and z=0, and use the estimated
coefficients for my prediction.

>-----Original Message-----
>From: Erik Ø. Sørensen []
>Sent: Thursday, September 26, 2002 1:32 PM
>Subject: Re: st: sample selection with bivariate probit
>On torsdag, sep 26, 2002, at 13:07 America/Montreal,
> wrote:
>> Dear Users,
>> I am estimating a log earnings equation controlling for
>selection. The
>> selection involves two stages that leads to a bivariate probit with
>> partial
>> observability.
>> lnw=x3b3+e3 observed for z=1 and z=0
>> where z=y1 x y2; z=1 iff y1=y2=1; z=0 if y1=0 or y2=0
>I think you need to explain more carefully what is observed, what is
>not observed and what is the parameters of interest. If you get to
>observe lnw=x3b3+e3 no matter what is the value of z, why do you want
>to estimate it seperately for the values of z? Why would this make a
>Erik Ø. Sørensen,  <>
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