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Re: st: -heckman-


From   Philip Fridborn <Philip.Fridborn.4605@student.uu.se>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -heckman-
Date   Mon, 16 Oct 2006 16:18:44 +0200

Hi,
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.

Philip Fridborn

Citerar Nishant Dass <nishant_dass@yahoo.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
> distinct?  
> 
> 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.
> 
> Nishant 
> 
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