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Re: st: question on heckman


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: question on heckman
Date   Thu, 21 Feb 2008 22:35:16 +0000 (GMT)

--- rghaz046@uottawa.ca wrote:
> I have a question on Mill's ratio and Heckman procedure. When I use
> Mill ratio to take into account the possible endogeneity of one of my
> explanatory variable, I get different result from what I get by using
> regular IV. What can be the resaon (reasons) for that? The more basic
> question is that what distinguishes using Mill ratio and regular IV?

The typical example for -heckman- is wages of women: first a woman has
to decide whether or not to work and than her wage is determined. So
the distribution of wage is rather strange: a spike at zero and than a
normal (though non-Gaussian) right skewed income distribution.
-heckman- often uses instrumental variables to help identify the model,
though strictly speaking that is not necesary. Instrumental can also be
used to solve other problems.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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