K Ssdjk
>
> I am running a heckman selection model (stata7, two-step estimation)
> and have some RHS vars which perfectly predict censoring.
> While I get
> estimates, the parameter on the perfect predictor seems to be the
> opposite sign from what I would expect. For example I have an
> indicator (Dmil) which is a perfect predictor: when Dmil=1 the
> dependent variable is always observed. However the estimated
> selection effect is negative,
>
> ...
> select
> Dmil -48.28 .
> ...
>
> I understand the large value but why not positive? The rest of the
> estimates are plausible and rho=-0.15. Any help/suggestions would be
> appreciated!
>
> PS There might be a write-up in STB-43 about this but I could not
> find it.
Commenting on the PS only: it doesn't seem that
anything in STB-43 bears on this question.
Nick
[email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
