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st: RE: Interval Regression Heckman


From   "David Roodman (droodman@cgdev.org)" <DRoodman@cgdev.org>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Interval Regression Heckman
Date   Tue, 28 Feb 2012 07:35:49 +0000

My -cmp- program should be able to do this. The syntax would be something like

cmp setup
cmp (y_low y_high = x1 x2) (selectvar = x1 z1), indicators(selectvar*$cmp_intreg $cmp_probit)
predict mills, eq(selectvar)

where selectvar is a dummy indicator for the selected sample.

Type "findit cmp" to find the program.

--David

David Roodman
Senior Fellow
1800 Massachusetts Ave. NW
3rd floor
Washington, DC 20036
Center for Global Development
Independent Research and Practical Ideas for Global Prosperity
 
Phone: 1 202 416-4023
http://blogs.cgdev.org/open_book


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Bernini, Michele
Sent: Tuesday, February 28, 2012 8:15 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Interval Regression Heckman

Dear Statalisters,

does Stata allow using the Heckman procedure with an Interval regression in the second step? Shall I include the Mills ratio manually in the Interval regression after estimating the selection model?

Thanks for your help,
Michele




Michele Bernini
Phd Candidate
School of International Studies (SIS)
University of Trento
Via Verdi, 8/10 
I-38122 Trento 
Italy

Tel. +39 3491831687





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