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

From   jean ries <>
Subject   Re: st: -heckman- and -ivreg- AT THE SAME TIME
Date   Tue, 01 Nov 2005 11:13:09 +0100


Your problem, as well as a solution to it, are discussed in Wooldridge (2002), chapter 17.4.2. The estimation procedure is quite straightforward: -probit- -predict- and -ivreg- (or -ivreg2-). The harder part (as usual) is to find some plausible exclusion restrictions.

Good luck,


Wooldridge, J. M. (2002). Econometric analysis of cross section and panel data. MIT Press, Cambridge, MA.

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

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.


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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