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Re: st: Heckman
Maarten Buis <email@example.com>
Re: st: Heckman
Thu, 4 Oct 2012 16:42:00 +0200
You posted the same question earlier today. Please be more patient.
There are many reasons for why you do not get a response immediately:
Many set some time aside, typically at the beginning or end of the
work day, on which they answer questions to Statalist. This is a very
sensible strategy for them; that way they can get the work for which
they are paid done. However, that does mean that you'll just have to
Even those that do not follow that very sensible strategy will reserve
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Some people cannot answer or just don't want to answer this question.
None of this is going to change by repeating exactly the same question
within a few hours. However, this is going to annoy some people on
this list, because it showed that you did not read the Statalist FAQ <
posting to the list.
On Thu, Oct 4, 2012 at 4:21 PM, Jan Wynen <Jan.Wynen@kuleuven.be> wrote:
> 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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Maarten L. Buis
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