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Re: st: -heckman- and -ivreg- AT THE SAME TIME
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.
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 <email@example.com>
Subject: st: -heckman- and -ivreg- AT THE SAME TIME
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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