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st: re: Heckman with both steps probit


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: Heckman with both steps probit
Date   Sat, 5 Sep 2009 14:49:48 -0400

<>
Andrew said

As I understand it, the command 'heckman' runs the regression on a continuous variable for all values in step one, and then for all nonzero values the second timei; heckprob runs it in probit on a binary variable for the first time and then runs a regular regression in the secnod time. No. -heckman- is a regression in which the selection equation is a probit. select(...) specifies the variables and options for the selection equation. It is an integral part of specifying a Heckman model and is required. The selection equation should contain at least one variable that is not in the outcome equation. If depvar_s is specified, it should be coded as 0 or 1, with 0 indicating an observation not selected and 1 indicating a selected observation. If depvar_s is not specified, observations for which depvar is not missing are assumed selected, and those for which depvar is missing are assumed not selected. Likewise, -heckprob- is the equivalent construct with a probit equation and a (probit) selection equation, which seems to be what you are looking for.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.ht

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