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Re: st: intreg with control for sample selection and endogeneity bias


From   urbain thierry YOGO <yogout@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: intreg with control for sample selection and endogeneity bias
Date   Mon, 29 Oct 2012 23:12:45 +0100

hi
i think you can deal with the sample selection as usual : you estimate
an equation of labor market participation, you recover the predicted
value p and you  compute the inverse Mills ratio as follow:
gen pdfp1=normalden(p1)
gen cdfp1=normprob(p1)
gen IMR=pdfp1/cdfp1
finally, you insert IMR in the wage equation.

2012/10/29, Francesco Pastore <francesco.pastore@unina2.it>:
> Hi, All,
> I would like to ask to the statalist the following question:
>
> I am estimating a wage equation to see the impact of overeducation on
> earnings of a sample of graduates observed 5 years after getting their
> degree. The dependent variable is defined as an interval data: people are
> asked to say to which class of earnings does their income belong to, rather
> than a precise value. In this case, I should use the intreg command. One
> problem is that these types of cross-section estimates are plagued by
> sample
> selection and endogeneity bias. Does anybody know how to deal with it in
> the
> contest of interval regressions? Is there any routine available in Stata?
>
> Best regards
> Francesco
>
>
>
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-- 
*Urbain Thierry YOGO
Ph.D candidate in Economics*
*
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