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From |
Abdurrahman.Aydemir@statcan.ca |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 26 Sep 2002 14:49:02 -0400 |

Dan, and fellow Stata users, Thanks for the reply. I checked the heckman procedure from the Stata manual ( - I am a new Stata user). It clearly allows for one selection, which implies one inverse Mill's ratio. Does it also allow for two selections? I am interested in estimating the coefficients of the two selectivity terms (referring to y1 and y2 where z=y1*y2) in earnings equations. Ab >-----Original Message----- >From: DL Millimet [mailto:millimet@post.cis.smu.edu] >Sent: Thursday, September 26, 2002 2:22 PM >To: statalist@hsphsun2.harvard.edu >Subject: RE: st: sample selection with bivariate probit > > >this sounds like simply 2 seperate standard (univariate) >heckman selection >problems. > >dann > >-----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**:**RE: st: sample selection with bivariate probit***From:*"David Moore" <davem@hartman-group.com>

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