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RE: 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   RE: st: Heckman inclusion extra variables in the outcome equation
Date   Tue, 2 Oct 2012 15:39:14 +0000

I was referring to Wooldridge (2010, Chapter 19, pp.803-806). 

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 (Econometric Analysis of Cross Section and Panel Data, 2nd ed. Cambridge: MIT Press.2010, Chapter 19, pp.803-806) 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?

Best,

Jan



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Joerg Luedicke
Sent: dinsdag 2 oktober 2012 17:02
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Heckman inclusion extra variables in the outcome equation

On Tue, Oct 2, 2012 at 8:55 AM, Jan Wynen <Jan.Wynen@kuleuven.be> wrote:
"According to Wooldridge"

Please provide proper references! Even if somebody knew exactly what "Wooldridge" said, (s)he might want to consider having a look at it again before posting anything. Trying to figure out where exactly (journal?, book?, page?) he said what may become a burden for this group of people. On the other hand, people who do not know (exactly) what "Wooldridge" said might ditch this posting right away instead of trying to figure out when and where he could have said that. In any case, your chances of getting a reply will decrease without proper referencing.

Please see

http://www.stata.com/support/faqs/resources/statalist-faq/

especially 3.4.

J.
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