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From |
mtavoni <mtavoni@Princeton.EDU> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: AW: Heckman Selection Rule |

Date |
Tue, 25 Aug 2009 10:34:17 -0400 |

Thanks Martin.

thanks m Martin Weiss wrote:

<> You may want to add a little background to your question (why do you want todo 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)//covariatesgen x1=rnormal()gen x2=runiform()gen x3=rchi2(4) //outcome equation gen y=2+3*x1+ 4*x3+u1 //selection equationreplace y= . if /**/ -1+2*x2+x1+u2<0heckman y x1 x3 ,/**/ select(x1 x2)/**/ nolog twoest store heck//next rounddrop y//_new_ outcome equation gen y=2+3*x1+4*x3+u1 //_new_ selection equation //Constant on RHS and changed //inequality signreplace y= . if /**/ -1+2*x2+x1+u2>3heckman y x1 x3 ,/**/ select(x1 x2)/**/ nolog twoest 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, STATAestimates 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 somethinglike: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/

-- Massimo Tavoni Research Associate, Princeton Environmental Institute Guyot Hall, Princeton University, Princeton, NJ, USA Senior Researcher, Fondazione Eni Enrico Mattei (FEEM) Cso Magenta 63, 20123, Milano, Italy office: 0016092588474 cell: 0016094963618 fax: 0016092581716 * * 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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