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st: RE: Heckman with covariates that perfectly predict selection
> I am running a heckman selection model (stata7, two-step estimation)
> and have some RHS vars which perfectly predict censoring.
> While I get
> estimates, the parameter on the perfect predictor seems to be the
> opposite sign from what I would expect. For example I have an
> indicator (Dmil) which is a perfect predictor: when Dmil=1 the
> dependent variable is always observed. However the estimated
> selection effect is negative,
> Dmil -48.28 .
> I understand the large value but why not positive? The rest of the
> estimates are plausible and rho=-0.15. Any help/suggestions would be
> PS There might be a write-up in STB-43 about this but I could not
> find it.
Commenting on the PS only: it doesn't seem that
anything in STB-43 bears on this question.
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