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st: Re: Re: heckman and negative binomial?
----- Original Message -----
From: "Vimalanand S. Prabhu" <email@example.com>
Sent: Thursday, April 24, 2003 4:19 PM
Subject: st: Re: heckman and negative binomial?
> Dear David,
> Yes, you can use the heckman two-step framework
> Create a dummy variable for those people who are sent for treatment. Use
> heckman command. Calculate the Inverse Mills Ratio, and use it as an
> independent variable in the final model - which can be nbreg .....
I believe this two-stage approach will only work if the second stage is a
linear regression model.
One possible alternative is to use -gllamm- According to the Sophia
Rabe-Hesketh's notes from the 2nd Dutch & German Users' Group meeting (
http://www.stata.com/support/meeting/2dutch/abstracts.html ) the Heckman
selection model can be estimated in -gllamm- and gllamm is able to estimate
poisson models with: family(poisson) link(log).
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