[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: bootstrap a two-step regression
I am wondering how bootstrap works with a two-step regression such as
Suppose that I want to run the following model using bstrap.
heckman wage educ age, select(married children educ age)
Wage is missing in some cases and we suspect that there is a selection
Suppose that we have 5 observations in total
My understanding on how it works is that Bstrap would randomly select 5
observations with replacement and we may end up having a sample that looks
like the following
Due to the random nature of this sample selection, we may have different
number of observations for the main equation each time a random sample is
Did I understand the bstrap procedure correctly? Is it applicable to a
Is this something that should be concerned about?
Thank you in advance for your comments and explanations.
* For searches and help try: