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R: st: intreg with control for sample selection and endogeneity bias
From
"Francesco Pastore" <[email protected]>
To
<[email protected]>
Subject
R: st: intreg with control for sample selection and endogeneity bias
Date
Tue, 30 Oct 2012 00:12:21 +0100
Thank you, Justina and Thierry, for useful suggestions.
Thierry, what about endogeneity then ...
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di urbain thierry
YOGO
Inviato: 29 October 2012 23:13
A: [email protected]
Oggetto: Re: st: intreg with control for sample selection and endogeneity
bias
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 <[email protected]>:
> 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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