Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

[no subject]


From   daneshva@ccmail.nevada.edu
To   statalist@hsphsun2.harvard.edu
Date   Mon, 27 Sep 2004 13:17:45 -0700

I am a recent STATA user and do not know programming by STATA yet.  I have
two statistical questions and very much appreciate any help.

1.    I am using Heckman model for selectivity.  Heckman (1979, page 158)
states that when the coefficient of the selection bias (that is the
coefficient of inverse Mills' Ratio) is not statistically equal to zero,
then the "standard" variance-covariance matrix leads to an understatement
of true errors and overstatement of significance levels.  In this case a
correction is suggested by Heckman (pages 158-160).  Wooldridge,
Econometric Analysis of Cross Section and Panel Data, 2002, pages 139-141
discusses the same issue and provides formulas.

         Is there a built in commend (program) that one can use for the
         correction?  Has any one done this? How do I get this done?

2.    Ian Watson and Ben Jann have written two commands for decomposition
of wage differentials.  The STATA syntaxes are decomp and decompose.  Both
produce various components of the decomposition, but do not perform
statistical testing of the components.  Ronald L. Oaxaca and Michael
Ransom, Journal of Economic and Social Measurement, 1998, pages 55-61, show
how to use delta method for obtaining standard errors of the components of
wage differentials.   Does STATA do this procedure?  Has it been
implemented yet?  Has any user written a commend file for these tests?

   Nasser Daneshvary



*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index