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Re: st: -heckman-


From   Nishant Dass <nishant_dass@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -heckman-
Date   Mon, 16 Oct 2006 07:42:31 -0700 (PDT)

Philip,
Thank you for your succinct answer as well as the refernce;
I will check the book.
Regards,
Nishant 

--- Philip Fridborn <Philip.Fridborn.4605@student.uu.se>
wrote:

> 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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