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st: RE: [questions on -heckman- and income decomposition]


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: [questions on -heckman- and income decomposition]
Date   Tue, 28 Sep 2004 10:44:56 +0100

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Nick 
n.j.cox@durham.ac.uk 

daneshva@ccmail.nevada.edu
 
> 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?

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