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# Re: st: Heckman

 From Maarten Buis To statalist@hsphsun2.harvard.edu Subject Re: st: Heckman Date Thu, 4 Oct 2012 16:42:00 +0200

```You posted the same question earlier today. Please be more patient.
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-- Maarten

On Thu, Oct 4, 2012 at 4:21 PM, Jan Wynen <Jan.Wynen@kuleuven.be> wrote:
> Dear,
>
> 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:
>
> y=x1+x2++z1+z2+z3+e
>
> 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!
>
> Best,
>
> Jan
>
>
>
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--
---------------------------------
Maarten L. Buis
WZB
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10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
*
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```

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