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Jan Wynen <Jan.Wynen@kuleuven.be>
Thu, 4 Oct 2012 14:21:44 +0000
I am trying to run the following Heckman procedure whereby;
I have following selection equation:
z= x1+x2+x3 +v
whereby v is the error term
and following structural equation:
whereby e is the error term
z1, z2 and z3 are variables that affect only y (structural equation) and not z (selection). They are only observed when z=1.
Is this a good approach? Or will z1, z2 and z3 be endogenous (will they not be independent of the error term of the selection equation)?
Any help would be much appreciated!
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