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


From   Tinna <statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -heckman- and -ivreg- AT THE SAME TIME
Date   Tue, 1 Nov 2005 09:39:51 -0500

Thanks Ketan and Jean.
Tinna

On 11/1/05, jean ries <jean.ries@gmail.com> wrote:
> 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.
> >
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