[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: -heckman-
According to Wooldridge (2002) Econometric analysis of x-section and panel data
you must have at least one variable in the selection model that is not included
in the y-equation. This variable(-s) is supposed to affect z but not y.
So, X and W do not have to be completely distinct.
Citerar Nishant Dass <email@example.com>:
> Dear list-members,
> If I have the following Heckman selection model:
> y = a + b.X + e (2nd stage)
> z = c + d.W + u (selection equation)
> Would you know whether X and W have to be completely
> I thought they ought to be distinct but I have seen some
> papers that use variables that are common to both X and W.
> Does anyone have a good answer or know of a definitive
> source on this?
> Thanks for your suggestions.
> Do You Yahoo!?
> Tired of spam? Yahoo! Mail has the best spam protection around
> * 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: