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Re: st: RE: Heckman with variables that perfectly predict selection


From   Maria Alva <marialiliana.alva@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Heckman with variables that perfectly predict selection
Date   Fri, 27 Aug 2010 23:09:26 +0100

Thank you for your reply. I realize it is not new. The feature is
still part of the heckman command  in Stata11 however.

I would very much welcome any guidance on why a perfectly predictor is
not dropped in a probit and an intuition on instances when one would
want it not to be dropped.

Best Wishes.
maria

-- 
Maria Alva
PhD Candidate in Public Health
Health Economics Research Centre
University of Oxford

:
>>
>> "ADO-files What's New
>> Stata Ado-files - November 1998"
>>
>> Unless your version of Stata is really, really old, it does not refer to an innovation as far as you are concerned.
>>
>> Nick
>> n.j.cox@durham.ac.uk
>>
>> Maria Alva
>>
>> I recently came across  the following statement in
>> http://www.stata.com/support/updates/ado/whatsnew.html
>>
>> "(STB-43) heckman heckman now has the capability to estimate models
>> with variables that perfectly predict selection. Previously heckman
>> would simply drop such variables from the selection equation, which is
>> inappropriate in most cases."
>>
>> Puzzled, I tried estimating a heckman selection correction model in a
>> data set where death is observed, and where deaths perfectly predict
>> non-responses to questionnaires.
>>
>> heckman y $x, select(selected= death $x) // selected=1 if a person
>> completes a questionnaire
>>
>> this gives me a negative single digit and statistically significant
>> coefficient. If instead I use
>>
>> probit selected death $x
>>
>> as expected, death drops out
>>
>> My question is twofold: what is the innovation in the Stata command
>> that causes death not to be dropped out of the selection equation as
>> it perfectly predicts the selection indicator? and most importantly,
>> what would be a valid instance for which it would be appropriate to
>> include a variable in the selection equation when this variable
>> perfectly predicts selection?
>>
>>
>> *
>> *   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/
>>
>
>
>
> --
> Maria Alva
> PhD Candidate in Public Health
> Health Economics Research Centre
> University of Oxford
>



-- 
Maria Alva
PhD Candidate in Public Health
Health Economics Research Centre
University of Oxford

*
*   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/


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