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

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

Subject |
st: AW: Heckman Selection Rule |

Date |
Tue, 25 Aug 2009 11:37:28 +0200 |

<> You may want to add a little background to your question (why do you want to do this?), but my feeling is that (1) the change in the inequality sign in the selection equation merely changes the sign of the components of "g" (and the estimate of "rho") (2) the constant that you want on the RHS will be absorbed into the constant that -heckman- adds by default to the selection equation. Note that there is a separate -noconstant- option for it in the -heckman- command... Bottom line: The outcome equation - in which interest ultimately rests - is unchanged... *** vers 10.1 clear* set obs 10000 //correlation loc co 0.7 //draw errors //correlation as in local `co' matrix input correl = /* */ (1,`co' \ `co',1) drawnorm u1 u2, /* */ corr(correl) /* */ cstorage(full) //covariates gen x1=rnormal() gen x2=runiform() gen x3=rchi2(4) //outcome equation gen y=2+3*x1+ 4*x3+u1 //selection equation replace y= . if /* */ -1+2*x2+x1+u2<0 heckman y x1 x3 ,/* */ select(x1 x2)/* */ nolog two est store heck //next round drop y //_new_ outcome equation gen y=2+3*x1+4*x3+u1 //_new_ selection equation //Constant on RHS and changed //inequality sign replace y= . if /* */ -1+2*x2+x1+u2>3 heckman y x1 x3 ,/* */ select(x1 x2)/* */ nolog two est table heck . *** HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von mtavoni Gesendet: Dienstag, 25. August 2009 00:08 An: statalist@hsphsun2.harvard.edu Betreff: st: Heckman Selection Rule Dear all, a quick question on sample selection estimation. In Heckman, STATA estimates the parameters in the model: (regression equation: y is depvar, x is varlist) y = xb + u_1 (selection equation: Z is varlist_s) y observed if Zg + u_2 > 0 What if I want to change the rule for the selection equation to something like: y observed if Zg + u_2 < Constant thanks for helping out. cheers max * * 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: Heckman Selection Rule***From:*mtavoni <mtavoni@Princeton.EDU>

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