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st: exogenous variables in Heckman treatment effect model


From   letitbe <youngever@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: exogenous variables in Heckman treatment effect model
Date   Tue, 20 May 2008 10:50:17 -0500

Dear Listers:

I am using treatreg to run a Heckman 2-step treatment model.

Do all the exogenous variables in the main regression need to be
included in the first-stage probit regression? They need to be
included in the Heckman selection regression, but I am not sure about
the treatment model.

Thanks a lot!

Young
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