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


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: st: Re: st: Re: st: Re: st: RE: Truncated sample or Heckman selection‏
Date   Fri, 5 Oct 2012 15:02:22 +0200

On Fri, Oct 5, 2012 at 1:53 PM, Ebru Ozturk <ebru_0512@hotmail.com> wrote:
> 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.

Now I really don't understand your problem: Is it that you have a
dependent variable that is a proportion and some of these proportions
are 0? Than just use a fractional logit model (just -glm- with the
-link(logit)- and the -vce(robust)- options). For such problems
neither -tobit- nor -heckman- are appropriate nor is there any
truncation going on.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

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

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