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Re: st: question on heckman

From   Maarten buis <>
Subject   Re: st: question on heckman
Date   Thu, 21 Feb 2008 22:35:16 +0000 (GMT)

--- 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 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

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