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From |
"David Moore" <davem@hartman-group.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: sample selection with bivariate probit |

Date |
Thu, 26 Sep 2002 11:57:34 -0700 |

First, the answer to your original question, as far as I'm aware, is no. It would be nice if Stata had many more sample selection models available, but alas only the standard Heckman and the basic bivariate probit with sample selection have been coded. (I'm actually trying to modify heckprob to handle an ordered probit as the regression outcome, but working out the ml portion of the code is a bit of a struggle.) Second, I don't think we can judge whether you have a correctly specified model from your description, so it seems fair to assume that you have it right. Something worth answering, however, is whether or not the error terms in the two probits are actually correlated. If not, then you've got two independent selection equations rather than a bivariate probit. In any case, you could try to estimate the model in a manner analogous to a classic Heckman model where the truncated bivariate normal distribution is used to estimate the hazard term included in the second stage. The standard errors would also have to be corrected, of course. Note that LIMDEP can estimate this model. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Abdurrahman.Aydemir@statcan.ca Sent: Thursday, September 26, 2002 1:06 PM To: statalist@hsphsun2.harvard.edu Cc: sameos@mac.com 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 [mailto:sameos@mac.com] >Sent: Thursday, September 26, 2002 1:32 PM >To: Abdurrahman.Aydemir@statcan.ca >Subject: Re: st: sample selection with bivariate probit > > >On torsdag, sep 26, 2002, at 13:07 America/Montreal, >Abdurrahman.Aydemir@statcan.ca 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 >difference? > >Erik >-- >Erik Ø. Sørensen, <http://www.geocities.com/erik_oiolf/> > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: Experimental design - ANOVA/GLM? - please help***From:*Ricardo Ovaldia <ovaldia@yahoo.com>

**References**:**RE: st: sample selection with bivariate probit***From:*"DL Millimet" <millimet@post.cis.smu.edu>

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