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From |
"jyotsna puri" <pjyotsna@hotmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: Heckman Selection Model: How to deal with missing observations? |

Date |
Fri, 18 Feb 2005 13:59:18 +0000 |

Quan, I am not sure what you mean by the following:

Are you trying to say that the population of observations with the dependent variableI think one of the reason is probably due to many missing observations.

missing, is very large (how large?). Or is this for the independent variables.

Also in estimating a probit, and then using the estimated dependent variable into

the OLS, you have to a/c for the correlation of the error terms, which is what the

heckman procedure essentially helps you do.

I am afraid unless you give more details, its extremely hard to answer your questions.

-Jo

Jyotsna (Jo) Puri

pjyotsna@hotmail.com

Doctoral Candidate, Department of Agriculture and Resource Economics,

University of Maryland, College Park, MD

I ran the Marine Corp Marathon to help educate.

----Original Message Follows----

From: Quang Nguyen <quangn@gmail.com>

Reply-To: statalist@hsphsun2.harvard.edu

To: statalist@hsphsun2.harvard.edu

Subject: st: Heckman Selection Model: How to deal with missing observations?

Date: Thu, 17 Feb 2005 12:01:07 -1000

Dear All,

I am applying the Heckman procedure to estimate the role of "Share

Contract" in longline fishery. In the first step, I run a Probit model

where the dependent variable is the binary variable "Share Contract or

something else", the independent variables include economic factors

such as variable cost, risk sharing attitude... In the second step, I

run OLS where dependent variable is revenue and several independent

variables including the binary variable "Share Contract...". My data

includes about 95 observations.

After running the Heckman procedures, no variable seems statisitically

significant. Some coeficinces have unxpected sign. I think one of the

reason is probably due to many missing observations. Or it could be

some other reasons.

I would highly appreciate if anyone could help me to fin dthe way

dealing with this matter, especially with respect to missing

observations. Also, any idea on how to improve the model would be very

much appreciated.

Have A Wonderful Day!

Quang

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**References**:**st: Heckman Selection Model: How to deal with missing observations?***From:*Quang Nguyen <quangn@gmail.com>

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