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st: Heckman inclusion extra variables in the outcome equation


From   Jan Wynen <Jan.Wynen@kuleuven.be>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Heckman inclusion extra variables in the outcome equation
Date   Tue, 2 Oct 2012 13:55:30 +0000

Dear all,

I am currently trying to estimate a Heckman model.  Whereby I have a selection equation which includes socio- demographic variables and a unique selection variable. The outcome equation also includes these socio- demographic variables (minus the selection variable) but also includes extra variables which are only visible if the selection equation equals one. According to Wooldridge the variables in the outcome equation should be a strict- subset of the ones in the selection equation... Is estimating a model as indicated above impossible using the Heckman procedure? Or is the inclusion of extra variables (not appearing in the selection equation) in the outcome equation OK, and if so does anybody have references to literature saying this practice is OK?

PS. I have noticed that a similar question was already posted, however the reference included (Linders, G.-J. M. and H. L. de Groot (2006). Estimation of the gravity equation
in the presence of zero ows. Tinbergen Institute Discussion Paper TI 2006-072-3 .)was not correct and did not focus on the  topic.

Many thanks,

Jan




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