[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: -heckman- and -ivreg- AT THE SAME TIME
Thanks Ketan and Jean.
On 11/1/05, jean ries <firstname.lastname@example.org> wrote:
> 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 <email@example.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.
> >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/
* For searches and help try: