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RE: st: Testing for program effectiveness with heckman


From   "Riemer, Richard A CIV DMDC" <Richard.Riemer@osd.pentagon.mil>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Testing for program effectiveness with heckman
Date   Thu, 29 May 2008 12:25:56 -0700

Maarten, Thank you for your reply.  I can see the distinction you are
making.  However, I wanted to use heckman because I thought it would do
a better job at explaining self-selection of test-preparation rather
than simple moderated regression where there could be correlated errors
between the two equations.  Following the example of wage of women, we
could say that 'afqt after test prep' is missing on sample members who
do not engage in test prep and that those sample members would have
scored lower than average if they would have engaged in test prep.

Rich

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: Thursday, May 29, 2008 11:38 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Testing for program effectiveness with heckman

This does not seem to be a case for -heckman-. -heckman- is for the case
when there is selection on the y variable in your case afqt. The classic
example is wage of women, where for some women we don't know their wage
because they don't work, and we expect that those women that don't work
would have earned less then average if they would have worked. The
reason that such selection on the y causes problems is disccused
graphically in a recent post:
http://www.stata.com/statalist/archive/2008-05/msg01176.html . Your use
of the -heckman- syntax, with a selection of YesPrep and NoPrep suggests
that that is not the case. In your case you should just use
-regress-: 
regress afqt iv1 iv2 iv3 YesPrep

where the coefficient of YesPrep tells you how much better students do
when they prepare, while controlling for iv1 iv2 iv3. 

Hope this helps,
Maarten

--- "Riemer, Richard A CIV DMDC" <Richard.Riemer@osd.pentagon.mil>
wrote:

> I want to use heckman on a program evaluation of the effectiveness of 
> test preparation behavior on aptitude scores (afqt).  Would I have to 
> run heckman twice; once for test-prep (YesPrep) and once for 
> non-test-prep (NoPrep) and then compare confidence intervals on the 
> constant term (afqt _cons) to determine if there were a significant 
> treatment effect on afqt scores?  On the other hand, is there a direct

> way to test for a treatment effect, such as taking the output from 
> heckman and running it through another procedure?  Are there any good 
> references for this question or examples in the literature where stata

> was used to test for program effectiveness.
> 
> heckman afqt iv1 iv2 iv3, select(YesPrep=iv1 iv2 iv3) heckman afqt iv1

> iv2 iv3, select(NoPrep =iv1 iv2 iv3)
> 


-----------------------------------------
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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