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Re: st: Testing for program effectiveness with heckman


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing for program effectiveness with heckman
Date   Thu, 29 May 2008 20:03:20 -0400

Riemer, Richard <Richard.Riemer@osd.pentagon.mil>:
I think you want -treatreg- instead of -heckman-
(but what are iv1 iv2 and iv3? do you have excluded instruments?)
See also
http://www.stata.com/statalist/archive/2008-05/msg01130.html
and
http://www.stata-journal.com/article.html?article=st0136

On Thu, May 29, 2008 at 3:25 PM, Riemer, Richard A CIV DMDC
<Richard.Riemer@osd.pentagon.mil> wrote:
> 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)
>>
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