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


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
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