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Re: st: Problems with Fixed Effects Regression


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Problems with Fixed Effects Regression
Date   Mon, 30 May 2011 15:19:40 +0200

On Mon, May 30, 2011 at 3:03 PM, Abubakr Saeed wrote:
> but whats about the Heckman's selection model, for a such sample
> where I have almost 90-95% firms are listed and rest are unlisted. Do
> you recommend to perform Heckman Selection test?

Whether you should use a heckman selection model depends on your
research question, your data, your theory, the prevailing
superstitions in your discipline, etc. So we cannot advise you on
that.

On a pragmatic level I would suspect that there is a very high
probability that you just cannot estimate such a model with only 15
non-selected firms, as it will either not converge or show other
problems.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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