Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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


From   jean ries <jean.ries@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -heckman- and -ivreg- AT THE SAME TIME
Date   Tue, 01 Nov 2005 11:13:09 +0100

Tinna,

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,

jean

Reference:
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 <statalist@gmail.com>
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.

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.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index