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From |
"Justina Fischer" <JAVFischer@gmx.de> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 30 Oct 2012 00:41:45 +0100 |

Hi Francesco obtaining bootstrapped s.e. should be an option of -intreg-. For the first stage: Practically a good model specification strategy (instrument, exclusion restriction!) with supportive statistical tests should do at least for the first stage. For the second stage you need to consult an intreg-specialist which I am not.... E.g. I do not know whether the assummption of the joint normality of the error terms still prevails. HTH Justina -------- Original-Nachricht -------- > Datum: Tue, 30 Oct 2012 00:14:08 +0100 > Von: "Francesco Pastore" <francesco.pastore@unina2.it> > An: statalist@hsphsun2.harvard.edu > Betreff: R: st: intreg with control for sample selection and endogeneity bias > Hi, Justina, > any more details about bootstrapping and the rest? How would you suggest > doing it practically. > Francesco > > -----Messaggio originale----- > Da: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Justina Fischer > Inviato: 30 October 2012 00:09 > A: statalist@hsphsun2.harvard.edu > Oggetto: Re: st: intreg with control for sample selection and endogeneity > bias > > Hi Francesco > > > when pursuing Thierry's suggesion do not forget to get the standard errors > of the intreg regression right; I think bootstrapping is the easiest. > > In general, make sure that the statistical assumptions of both stages are > met since they are important for identification and consistency. > > Justina > > -------- Original-Nachricht -------- > > Datum: Mon, 29 Oct 2012 23:12:45 +0100 > > Von: urbain thierry YOGO <yogout@gmail.com> > > An: statalist@hsphsun2.harvard.edu > > Betreff: 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 <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 > > > > > > > > > > > > * > > > * 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/ > > > > > > > > > -- > > *Urbain Thierry YOGO > > Ph.D candidate in Economics* > > * > > * 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/ > > > > * > * 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/

**Follow-Ups**:**Re: R: st: intreg with control for sample selection and endogeneity bias***From:*urbain thierry YOGO <yogout@gmail.com>

**References**:**st: intreg with control for sample selection and endogeneity bias***From:*"Francesco Pastore" <francesco.pastore@unina2.it>

**Re: st: intreg with control for sample selection and endogeneity bias***From:*urbain thierry YOGO <yogout@gmail.com>

**Re: st: intreg with control for sample selection and endogeneity bias***From:*"Justina Fischer" <JAVFischer@gmx.de>

**R: st: intreg with control for sample selection and endogeneity bias***From:*"Francesco Pastore" <francesco.pastore@unina2.it>

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