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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: Lower boundary on proportion of observations uncensored in heckprob, plus how to deal with interactions in selection and/or outcome models |

Date |
Sat, 8 Nov 2008 15:11:43 +0100 |

"If it would help I could reproduce the output here."

HTH Martin _______________________

To: <statalist@hsphsun2.harvard.edu> Sent: Friday, November 07, 2008 11:53 PM

Hello Statalisters.I am using probit with selection (heckprob) for the first time. I'm havingalot of fun (as usual when working with Stata!), but I'm concerned that Iammisinterpreting my findings and/or using the technique incorrectly. So I have a couple of quick (well, OK maybe not so quick) questions. I would greatly appreciate any help.I am working with data from a survey on which we unfortunately were abletoachieve only an 18.2% response rate for the 2 outcomes of interest in ourcurrent analysis. (This was not unexpected for our population--lowresponserates have become the norm for this group, although the 18% wasdisappointing.) We have a total of 6412 observations, with 5246 censoredand1166 uncensored. The selection model does contain one variable (gender) which is not included in the outcome model (not significant in outcome model). Rho is not significant. Wald chisq(18)=95.05, p =0.0000.My first question is this: is there a minimum response rate or proportionofuncensored observations under which Heckman or similar types of methodsarenot appropriate? And if so, what would that be? I am quite confused about using and interpreting interaction effects in heckprob. There are several significant interactions in my outcome model.One of these interactions is significant in predicting selection as well.Itseems sort of incorrect to have the same interaction term in bothequationsalthough I can't figure out why I think that. If an interaction term is significant in the selection equation alone and in the outcome equation alone, is it more appropriate to include it in the selection equation when running heckprob? If it would help I could reproduce the output here. Thank you so much... Margaret Tyler University of Iowa * * 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/

* * 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/

**References**:**st: Lower boundary on proportion of observations uncensored in heckprob, plus how to deal with interactions in selection and/or outcome models***From:*"Tyler, Margaret C D" <margaret-tyler@uiowa.edu>

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