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RE: st: Re: st: Re: st: Re: st: RE: Truncated sample or Heckman selection‏


From   Ebru Ozturk <ebru_0512@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Re: st: Re: st: Re: st: RE: Truncated sample or Heckman selection‏
Date   Fri, 5 Oct 2012 14:53:29 +0300

I think there is a misunderstanding here. Yes, I have valid and meaningful values on my explanatory variables but when I restrict the sample to innovating firms. By restricting the sample I just exclude the firms that no activity toward innovation at all which I am not interested in them. So, in the restricted sample I can also observe Xs for 0s as my dependent variables are radical and incremental innovation. 
 
I hope it is clear now.
 
Ebru
----------------------------------------
> Date: Fri, 5 Oct 2012 09:27:10 +0200
> Subject: st: Re: st: Re: st: Re: st: RE: Truncated sample or Heckman selection‏
> From: maartenlbuis@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> On Fri, Oct 5, 2012 at 12:32 AM, Ebru Ozturk wrote:
> > Thank you. It will be quite complicated for me to understand this e-mail.
> >
> > Yes, in my data there is a mass at zero and I include all of them. So you are saying that it is a censoring problem and tobit regression is applicable or a fractional logit model?
> >
> > The other issue about Xs. The Xs that I am interested in have not been observed for non-innovator firms but there are other Xs that I use them as control variable have been observed for all firms in the sample.
>
> Because the explanatory/independent/right-hand-side/x variables are
> unobserved (missing) for those observations that do not innovate you
> do not and cannot include those observations in your model. Even if
> you tell Stata include those observations, Stata will automatically
> ignore them (what else could it do?).
>
> If you had valid and meaningful values on your explanatory variables
> for those observations without innovation you could look at -zoib- for
> such a problems (see -ssc desc zoib-). This won't satisfy everybody as
> it assumes that the equation for the 0s and the equation for the
> proportions between 0 and 1 are completely separate, it also assumes
> that the exact 0s are all because of the process guiding 0s and not
> due to the process leading to proportions. Trying to solve that would
> involve huge identification problems, so I fear that that is in most
> cases just not practical. In your case it won't work anyhow, as your
> key explanatory variables are missing.
>
> At some point it is just good to remember the following quote from
> John Tukey (1986, p.74-75): "The combination of some data and an
> aching desire for an answer does not ensure that a reasonable answer
> can be extracted from a given body of data."
>
> Hope this helps,
> Maarten
>
> John Tukey (1986), "Sunset salvo". The American Statistician 40(1):72-76.
>
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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