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From |
CM <cmhsieh54@yahoo.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Heckman and collinearity: Coefficient in selection equation but nothing else? |

Date |
Sun, 13 Jun 2004 17:39:52 -0700 (PDT) |

Dear all, I'm using `heckman' in Stata 8.2. Sometimes I include a collinear variable (say "B") in both the regression and selection equations, and the following happens: (1) It spits out the note "B dropped due to collinearity. (2) It omits it from the regression equation. (3) YET... it includes it in the selection equation, where it gets a coefficient but everything else is replaced by "." (std err, z-statistic, etc). This may be totally obvious, but what does that coefficient represent? More generally, what's happening? Thanks in advance, CM Hsieh * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Re: predict using a subset of X***From:*"Dimitriy V. Masterov" <dvmaster@lily.src.uchicago.edu>

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