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st: -heckman- and -ivreg- AT THE SAME TIME


From   Tinna <[email protected]>
To   [email protected]
Subject   st: -heckman- and -ivreg- AT THE SAME TIME
Date   Mon, 31 Oct 2005 14:41:00 -0500

Dear statalisters,

I need to control for selection in the model I am estimating (e.g.
-heckman-), but I also suspect endogeneity (-ivreg2-). (see further in
P.S. if needed)

Is there a command that allows me to do both at the same time?

Any suggestions or thoughts are appreciated.

Tinna

P.S. Basically I am estimating an hours worked equation, where I only
have hours worked for those who's main activity is working (as opposed
to being a student, disabled, retired, homemaker...). It is the
coefficient of interest in this equation that is likely to be biased
if not instrumented.

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