Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: 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: st: RE: Truncated sample or Heckman selection‏
Date   Fri, 5 Oct 2012 17:29:25 +0300

My question was whether I should use Heckman sample selection as I restricted my sample to innovating firms only.

After discussing with you, I also confused as I said before many papers used tobit regression and did Heckman correction and never seen fractional logit model in these papers such as Grimpe & Kaiser, (2010); Cassiman & Veugelers, (2006). 

These papers are saying that, the data is left censored as it includes many zeros. Also when I search for fractional logit model it says it is bounded between 0 and 1 but my dependent variable includes for instance, 0, 11, 13, 15, 25 values and so on.

Maybe I am not very good at statistics but when I read papers they use tobit regression. Whey then?

Ebru

----------------------------------------
> Date: Fri, 5 Oct 2012 15:02:22 +0200
> Subject: st: Re: 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 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
> ---------------------------------
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/ 		 	   		  
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index