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st: Re: Re: heckman and negative binomial?


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Re: heckman and negative binomial?
Date   Fri, 25 Apr 2003 07:54:36 -0500

----- Original Message -----
From: "Vimalanand S. Prabhu" <prabhu@unc.edu>
To: <statalist@hsphsun2.harvard.edu>
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
the
> 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).

Scott


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