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Re: st: Heckman comand sample issue
From: "Nicolas Theopold" <Nicolas.Theopold@economics.oxford.ac.uk>
Subject: st: Heckman comand sample issue
Date sent: Tue, 20 Apr 2004 10:45:53 +0100
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> Dear Statalist users,
> please excuse if this is a basic question, however, I could not find the
> answer or the right search terms to find it in the archives.
> I have a data set with about 600,000 observations, of which about 90,000
> are wage earners. In it, I would like to run the heckman command to
> correct for sample selectivity bias. My earnings variable is ln(wages),
> and thus has missing values for all observations that do not have a
> recorded wage.
I don't see why this should be a problem. According to -help heckman-
> By default, heckman will assume that missing values (see help
> missing) of depvar imply that the dependent variable is unobserved
> (not selected). With some datasets it is more convenient to
> specify a binary variable (depvar_s) that identifies the
> observations for which the dependent is observed/selected
> (depvar_s!=0) or not observed (depvar_s==0); heckman will
> accommodate either type of data.
so you shouldn't be having any problems. -heckman- should understand
that in your case, a missing value for ln(wages) means "not
selected". Or am I missing something?
> Hence, if I run my heckman with:
> Heckman ln_wages varlist1, sel(ilf = varlist1 varlist2),
> where varlist2 are my exclusion restrictions and ilf is a participation
> dummy, the number of observations comes down to 90,000 (ilf does not
> only take the value of 1, since I failed to clean the data completely,
> My aim is to run the selection function on the whole sample (of 600,000
> obs), and to get stata to run the wage function without the missing
> observations. The only solution I found was to replace all missing
> values with -9999 in ln_wages.
> Is there some better way to tell stata to use the whole sample for the
> selection function, even if ln_wages is missing?
> Thank you very much in advance for your help.
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Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3485 CERT administrator
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