Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Re: small sample and heckman selection


From   "Pascal Stock" <pascalstock@freenet.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: small sample and heckman selection
Date   Wed, 19 May 2010 18:00:40 +0200

To solve the problem of a small sample and Heckman selection Hill, Atkins,
Bender (2003) suggest to use boostrapping to resample the small sample
multiple times to get more robust standard errors for t-test on the
regression coefficients. They also discuss the efficiency of several
variance-covariance estimators to mitigate the heteroscedasticity caused by
estimating the inverse mills ration form the sample of the first stage
selection equation.

Good luck

Pascal

____________________________________________
Pascal Stock

Quadrat N4, 8-9
68131 Mannheim
Germany

Phone: +49 (0) 621 - 16753 - 80
Fax: +49 (0) 621 - 16753 - 81
Mobile phone: +49 (0) 178 - 4981887
Email: pascalstock@freenet.de




*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index