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From |
"natalie chan" <natalie.channew@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: how to deal with two variables mutually determined variables with self-selectivity |

Date |
Sat, 26 Jul 2008 18:01:46 +0100 |

Dear Statalisters, I wonder if any of you could help me on this. I want to examine the impacts of two variables, say, variable A and variable B, on variable C. Variable A and B are both subject to self-selection problem. My proposed solution is this: First step: Estimate Probit model with A as the dependent variable, B and other control variables as independent variable. obtain reversed mills ratio 1; Similarly, Estimate Probit model with B as the dependent variable, A and other control variables as independent variable. obtain reversed mills ratio 2. Second step: estimate two equations separately, both with C as the dependent variable, but one with B, reversed mills ratio 1 and other control variables as indepdent variables, and another one with C, reversed mills ratio 2 and other control variables as indepdent variables. But I am not sure if this is right as someone could argue that A and B should enter the equation of C simultaneously, rather than separately. On the other hand, if I have both A and B in the equation of C, how can I deal with the self-selection problem? Or probably you have other suggestions? Many thanks. Natalie. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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