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st: Heckman Selection Rule


From   Seema Bhatia <ler02sb@reading.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Heckman Selection Rule
Date   Wed, 29 Aug 2007 16:01:06 +0100

Dear All

Are there any rules relating to the difference in the number of variables in 
the selection equation and the structural equation when estimating the two 
stage Heckman model?

The stata help files do suggest that the selection equation must have 
atleast one variable that is not in the outcome equation - does this 
necessarily mean that the number of variables in the selection equation are 
always higher than in the outcome equation?

Also, how does one verify that this 'identifying' variable that seperates 
the two equations is valid in the sense that it determines whether that case 
is selected or not but does not determine the LHS in the second step?

Any insights would be much appreciated

Many thanks

Seema



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