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Re: st: -heckman-
Thank you for your succinct answer as well as the refernce;
I will check the book.
--- Philip Fridborn <Philip.Fridborn.email@example.com>
> 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 <firstname.lastname@example.org>:
> > 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
> > papers that use variables that are common to both X and
> > Does anyone have a good answer or know of a definitive
> > source on this?
> > Thanks for your suggestions.
> > Nishant
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