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Re: st: Sample selection in fixed effects model


From   "mw N. van Horen" <N.van.Horen@DNB.NL>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Sample selection in fixed effects model
Date   Mon, 1 Feb 2010 17:08:01 +0100

Dear Maarten

Thanks for your reply. There are ways around the problem that you mention.
In the literature a number of solutions are mentioned, most often a Heckman
two-stage method adapted to panel data or a ML method, which are applicable
to fixed effects models (see also Hsiao (2003) Analysis of panel data page
236).  However, I cannot find anyone using either one of these procedures
in stata and I am hoping someone has done this.

Best,
Neeltje

De Nederlandsche Bank
Economic Policy and Research Division / Research Department
tel: +31-20-5245704

Access my research papers at:
http://www.dnb.nl/onderzoek/onderzoekers/persoonlijke-paginas/auto171982.jsp

http://ssrn.com/author=118741
http://ideas.repec.org/f/pva277.html
                                                                       
             Maarten buis                                              
             <maartenbuis@yaho                                         
             o.co.uk>                                                   To
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                                       Re: st: Sample selection in fixed
                                       effects model                   
             01/02/2010 16:21                                          
                                                                       
                                                                       
             Please respond to                                         
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--- On Mon, 1/2/10, mw N. van Horen wrote:
> Does anyone know whether a user-written program is
> currently available in stata to estimate a sample selection
> model for panel data (using fixed effects). There was some
> discussion on the subject in
http://www.stata.com/statalist/archive/2005-04/msg00112.html
> from which I understand it was not implemented in 2005. Does
> anyone know whether this has changed? Or is anyone familiar
> with a program written in another statistical package
> (matlab, gauss etc).




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