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Re: st: RE: Interval Regression Heckman


From   "Bernini, Michele" <Michele.Bernini@unitn.it>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: Interval Regression Heckman
Date   Tue, 28 Feb 2012 08:45:57 +0100

Thanks a lot David!

Michele

On 28 Feb 2012, at 08:35, David Roodman (droodman@cgdev.org) wrote:

> 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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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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